Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335851.0685 | 335215.6883 | 635.3802 | -38031.5937 | 86472.2715 | -124503.8651 |
Total P&L (%) | 335.8511 | 335.2157 | 0.6354 | -38.0316 | 86.4723 | -124.5039 |
Avg Daily Profit (%) | 0.1779 | 0.1776 | 0.0003 | -0.0254 | 0.033 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230547 | -141555 | -90312 | -852801 | -377498 | -550001 |
Profit Factor | 1.694 | 2.4356 | 1.0025 | 0.9698 | 1.176 | 0.8383 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 46.7742 | 41.9355 | 51.6129 | 46.7742 | 41.9355 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.9276 | 3.3723 | 0.9399 | 1.1036 | 1.6283 | 0.7859 |
Largest Winning Trade | 407548 | 407548 | 37814 | 320751 | 320751 | 223910 |
Largest Losing Trade | -51500 | -42971 | -51500 | -423715 | -90578 | -423715 |
Avg Bars in Trades | 56 | 44 | 68 | 56 | 44 | 68 |
Avg Bars in Winners | 81 | 66 | 93 | 81 | 66 | 93 |
Avg Bars in Losers | 35 | 29 | 43 | 35 | 29 | 43 |
Bars Traded | 3527 | 1391 | 2136 | 3527 | 1391 | 2136 |
Profit Streak | 0 | 0 | 75.8796 | 0 | 0 | 75.8796 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149112 | 320193 | -576811 | -738865 | -177761 | -580051 |
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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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