Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395577.3934 | 318669.1125 | 76908.2809 | -15493.0034 | 93565.0532 | -109058.0566 |
Total P&L (%) | 395.5774 | 318.6691 | 76.9083 | -15.493 | 93.5651 | -109.0581 |
Avg Daily Profit (%) | 0.2079 | 0.1675 | 0.0404 | -0.0088 | 0.0347 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120080 | -86948 | -120533 | -174110 | -180723 | -282103 |
Profit Factor | 1.6533 | 2.0042 | 1.2669 | 0.9807 | 1.2496 | 0.7462 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 58.6207 | 51.7241 | 65.5172 | 58.6207 | 51.7241 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.167 | 1.8706 | 0.6668 | 0.6923 | 1.1663 | 0.3927 |
Largest Winning Trade | 185686 | 185686 | 59496 | 109325 | 109325 | 62167 |
Largest Losing Trade | -58393 | -48535 | -58393 | -115104 | -65794 | -115104 |
Avg Bars in Trades | 63 | 66 | 59 | 63 | 66 | 59 |
Avg Bars in Winners | 67 | 65 | 70 | 67 | 65 | 70 |
Avg Bars in Losers | 55 | 68 | 37 | 55 | 68 | 37 |
Bars Traded | 3654 | 1941 | 1713 | 3654 | 1941 | 1713 |
Profit Streak | 0 | 0 | 639.5252 | 0 | 0 | 639.5252 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168673 | 407523 | -137386 | -759160 | -146567 | -577472 |
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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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