Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259300.8518 | 284944.9922 | -25644.1405 | -73890.704 | 412597.5111 | -486488.2151 |
Total P&L (%) | 259.3009 | 284.945 | -25.6441 | -73.8907 | 412.5975 | -486.4882 |
Avg Daily Profit (%) | 0.1377 | 0.1513 | -0.0136 | -0.0713 | 0.0868 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249509 | -132776 | -143177 | -803314 | -272722 | -588427 |
Profit Factor | 1.4303 | 2.0606 | 0.9232 | 0.963 | 1.5821 | 0.6226 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 50.8772 | 44.8276 | 57.1429 | 50.8772 | 44.8276 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3809 | 2.5362 | 0.6924 | 0.9298 | 1.9472 | 0.467 |
Largest Winning Trade | 322058 | 322058 | 44553 | 322058 | 322058 | 150580 |
Largest Losing Trade | -66600 | -45920 | -66600 | -335372 | -181080 | -335372 |
Avg Bars in Trades | 58 | 33 | 84 | 58 | 33 | 84 |
Avg Bars in Winners | 68 | 21 | 107 | 68 | 21 | 107 |
Avg Bars in Losers | 47 | 42 | 55 | 47 | 42 | 55 |
Bars Traded | 3331 | 958 | 2373 | 3331 | 958 | 2373 |
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 | -187704 | 326005 | -600907 | -760164 | -76179 | -600907 |
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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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