Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318511.0813 | 299245.4275 | 19265.6539 | -85034.8265 | 103287.6745 | -188322.5011 |
Total P&L (%) | 318.5111 | 299.2454 | 19.2657 | -85.0348 | 103.2877 | -188.3225 |
Avg Daily Profit (%) | 0.1674 | 0.1573 | 0.0101 | -0.0998 | 0.0373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181436 | -66039 | -190304 | -160264 | -58050 | -211246 |
Profit Factor | 1.4506 | 2.0068 | 1.047 | 0.7819 | 2.0397 | 0.3519 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 54.4118 | 55.8824 | 52.9412 | 54.4118 | 55.8824 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.2154 | 1.5843 | 0.9307 | 0.6551 | 1.6103 | 0.3128 |
Largest Winning Trade | 175232 | 175232 | 68690 | 104607 | 104607 | 26886 |
Largest Losing Trade | -92389 | -49441 | -92389 | -151799 | -44644 | -151799 |
Avg Bars in Trades | 82 | 65 | 99 | 82 | 65 | 99 |
Avg Bars in Winners | 101 | 77 | 126 | 101 | 77 | 126 |
Avg Bars in Losers | 59 | 50 | 68 | 59 | 50 | 68 |
Bars Traded | 5606 | 2235 | 3371 | 5606 | 2235 | 3371 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104580 | 425334 | -356769 | -693705 | -138449 | -580413 |
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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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