Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797532.3808 | 796518.1221 | 1014.2588 | -9607.9401 | -4198.1842 | -5409.7559 |
Total P&L (%) | 797.5324 | 796.5181 | 1.0143 | -9.6079 | -4.1982 | -5.4098 |
Avg Daily Profit (%) | 0.3287 | 0.3283 | 0.0004 | -0.0042 | -0.0018 | -0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145180 | -103644 | -163529 | -125601 | -135296 | -132177 |
Profit Factor | 2.3408 | 3.782 | 1.0033 | 0.9851 | 0.9865 | 0.9838 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 35.9375 | 31.25 | 40.625 | 35.9375 | 31.25 | 40.625 |
Ratio Avg Win / Avg Loss | 4.1727 | 8.3204 | 1.4663 | 1.756 | 2.1702 | 1.4379 |
Largest Winning Trade | 732342 | 732342 | 64630 | 160980 | 160980 | 62612 |
Largest Losing Trade | -42684 | -40351 | -42684 | -57582 | -39295 | -57582 |
Avg Bars in Trades | 109 | 88 | 130 | 109 | 88 | 130 |
Avg Bars in Winners | 168 | 150 | 181 | 168 | 150 | 181 |
Avg Bars in Losers | 77 | 60 | 95 | 77 | 60 | 95 |
Bars Traded | 7021 | 2841 | 4180 | 7021 | 2841 | 4180 |
Profit Streak | 0 | 0 | 29.3047 | 0 | 0 | 29.3047 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135650 | 313642 | -578075 | -727246 | -585324 | -582249 |
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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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