Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405100.4653 | 468205.916 | -63105.4507 | 534818.7118 | 85143.2832 | 449675.4285 |
Total P&L (%) | 405.1005 | 468.2059 | -63.1055 | 534.8187 | 85.1433 | 449.6754 |
Avg Daily Profit (%) | 0.2122 | 0.2453 | -0.0331 | 0.0969 | 0.0323 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -311634 | -127058 | -322901 | -856489 | -439527 | -682384 |
Profit Factor | 1.6658 | 3.2189 | 0.8412 | 1.3101 | 1.0971 | 1.5307 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 41 | 21 | 20 | 41 | 19 | 22 |
Losing Trades | 20 | 9 | 11 | 20 | 11 | 9 |
Profitability (%) | 67.2131 | 70 | 64.5161 | 67.2131 | 63.3333 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.8126 | 1.3795 | 0.4627 | 0.6391 | 0.6351 | 0.6262 |
Largest Winning Trade | 172133 | 172133 | 69690 | 373858 | 215419 | 373858 |
Largest Losing Trade | -174760 | -82485 | -174760 | -682384 | -381356 | -682384 |
Avg Bars in Trades | 86 | 111 | 62 | 86 | 111 | 62 |
Avg Bars in Winners | 56 | 51 | 61 | 60 | 54 | 66 |
Avg Bars in Losers | 149 | 252 | 64 | 139 | 211 | 52 |
Bars Traded | 5289 | 3357 | 1932 | 5289 | 3357 | 1932 |
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 | -155665 | 561411 | -578936 | -228509 | -263518 | -71201 |
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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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