Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288775.0438 | 296793.7783 | -8018.7345 | 30836.2077 | 151190.8245 | -120354.6167 |
Total P&L (%) | 288.775 | 296.7938 | -8.0187 | 30.8362 | 151.1908 | -120.3546 |
Avg Daily Profit (%) | 0.1461 | 0.1501 | -0.0041 | 0.0136 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130359 | -76601 | -237677 | -182883 | -106355 | -320862 |
Profit Factor | 1.5372 | 2.3945 | 0.9753 | 1.0419 | 1.5271 | 0.7323 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 40.625 | 43.75 | 37.5 | 40.625 | 43.75 | 37.5 |
Ratio Avg Win / Avg Loss | 2.2467 | 3.0786 | 1.6255 | 1.5227 | 1.9635 | 1.2204 |
Largest Winning Trade | 123091 | 123091 | 66457 | 104849 | 104849 | 72450 |
Largest Losing Trade | -51896 | -45192 | -51896 | -105785 | -70067 | -105785 |
Avg Bars in Trades | 119 | 101 | 137 | 119 | 101 | 137 |
Avg Bars in Winners | 216 | 173 | 266 | 216 | 173 | 266 |
Avg Bars in Losers | 53 | 46 | 59 | 53 | 46 | 59 |
Bars Traded | 7652 | 3263 | 4389 | 7652 | 3263 | 4389 |
Profit Streak | 0 | 0 | 702.7983 | 0 | 0 | 702.7983 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142803 | 334567 | -581936 | -498486 | -130546 | -583047 |
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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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