Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371770.7443 | 366871.5193 | 4899.225 | -53567.4175 | -97660.4612 | 44093.0436 |
Total P&L (%) | 371.7707 | 366.8715 | 4.8992 | -53.5674 | -97.6605 | 44.093 |
Avg Daily Profit (%) | 0.1999 | 0.1973 | 0.0026 | -0.0412 | -0.2017 | 0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184350 | -151868 | -151130 | -803658 | -600319 | -633067 |
Profit Factor | 1.6112 | 2.1645 | 1.0167 | 0.9708 | 0.892 | 1.0475 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 44.6154 | 42.4242 | 46.875 | 44.6154 | 42.4242 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0001 | 2.9375 | 1.1523 | 1.2051 | 1.2105 | 1.1872 |
Largest Winning Trade | 422391 | 422391 | 58527 | 422391 | 422391 | 227269 |
Largest Losing Trade | -52197 | -44904 | -52197 | -443023 | -132638 | -443023 |
Avg Bars in Trades | 109 | 101 | 117 | 109 | 101 | 117 |
Avg Bars in Winners | 146 | 139 | 153 | 146 | 139 | 153 |
Avg Bars in Losers | 79 | 73 | 85 | 79 | 73 | 85 |
Bars Traded | 7104 | 3350 | 3754 | 7104 | 3350 | 3754 |
Profit Streak | 0 | 0 | 71.6324 | 0 | 0 | 71.6324 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127701 | 314809 | -557909 | -717482 | -582082 | -337417 |
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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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