Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309624.1483 | 281824.4784 | 27799.6699 | -55042.0394 | 218927.8203 | -273969.8597 |
Total P&L (%) | 309.6241 | 281.8245 | 27.7997 | -55.042 | 218.9278 | -273.9699 |
Avg Daily Profit (%) | 0.1628 | 0.1482 | 0.0146 | -0.042 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168524 | -174168 | -89574 | -422092 | -277607 | -369754 |
Profit Factor | 1.4479 | 1.7917 | 1.0829 | 0.9493 | 1.4503 | 0.5436 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 51.5152 | 46.875 | 49.2308 | 51.5152 | 46.875 |
Ratio Avg Win / Avg Loss | 1.4931 | 1.6864 | 1.2273 | 0.979 | 1.365 | 0.6161 |
Largest Winning Trade | 194109 | 194109 | 52125 | 217155 | 217155 | 52170 |
Largest Losing Trade | -51274 | -45980 | -51274 | -158469 | -103695 | -158469 |
Avg Bars in Trades | 170 | 149 | 192 | 170 | 149 | 192 |
Avg Bars in Winners | 247 | 215 | 283 | 247 | 215 | 283 |
Avg Bars in Losers | 96 | 79 | 112 | 96 | 79 | 112 |
Bars Traded | 11092 | 4932 | 6160 | 11092 | 4932 | 6160 |
Profit Streak | 0 | 0 | 598.8321 | 0 | 0 | 598.8321 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128007 | 302292 | -306626 | -717076 | -110274 | -581442 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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