Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426217.3672 | 444870.9905 | -18653.6233 | -50624.3524 | 41793.5988 | -92417.9512 |
Total P&L (%) | 426.2174 | 444.871 | -18.6536 | -50.6244 | 41.7936 | -92.418 |
Avg Daily Profit (%) | 0.2156 | 0.2251 | -0.0094 | -0.0357 | 0.0177 | -0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272538 | -159331 | -145860 | -1398650 | -1043905 | -545950 |
Profit Factor | 1.6264 | 2.3156 | 0.9455 | 0.9778 | 1.0322 | 0.906 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 46.5517 | 41.3793 | 51.7241 | 46.5517 | 41.3793 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.8673 | 3.2805 | 0.8825 | 1.1227 | 1.4623 | 0.8456 |
Largest Winning Trade | 228849 | 228849 | 72810 | 599132 | 516999 | 599132 |
Largest Losing Trade | -75527 | -47879 | -75527 | -542995 | -542995 | -257397 |
Avg Bars in Trades | 129 | 141 | 117 | 129 | 141 | 117 |
Avg Bars in Winners | 156 | 162 | 152 | 156 | 162 | 152 |
Avg Bars in Losers | 105 | 127 | 79 | 105 | 127 | 79 |
Bars Traded | 7506 | 4113 | 3393 | 7506 | 4113 | 3393 |
Profit Streak | 0 | 0 | 646.0483 | 0 | 0 | 646.0483 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170007 | 318129 | -579651 | -759952 | -359820 | -579651 |
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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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