Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370108.7918 | 310485.9859 | 59622.806 | 205920.1179 | 227914.9677 | -21994.8498 |
Total P&L (%) | 370.1088 | 310.486 | 59.6228 | 205.9201 | 227.915 | -21.9949 |
Avg Daily Profit (%) | 0.2091 | 0.1754 | 0.0337 | 0.0632 | 0.0671 | -0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63789 | -76555 | -59992 | -239857 | -138480 | -190594 |
Profit Factor | 1.8144 | 2.7644 | 1.2141 | 1.2092 | 1.624 | 0.9645 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 43.3333 | 48.2759 | 45.7627 | 43.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.1504 | 3.615 | 1.3008 | 1.4332 | 2.1237 | 1.0334 |
Largest Winning Trade | 163318 | 163318 | 73631 | 207249 | 185308 | 207249 |
Largest Losing Trade | -37165 | -27503 | -37165 | -190594 | -44514 | -190594 |
Avg Bars in Trades | 173 | 87 | 263 | 173 | 87 | 263 |
Avg Bars in Winners | 284 | 130 | 427 | 284 | 130 | 427 |
Avg Bars in Losers | 80 | 53 | 109 | 80 | 53 | 109 |
Bars Traded | 10250 | 2611 | 7638 | 10250 | 2611 | 7638 |
Profit Streak | 0 | 0 | 136.8084 | 0 | 0 | 136.8084 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170007 | 361653 | -148408 | -290183 | -102898 | -578485 |
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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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