Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315564.357 | 342444.5833 | -26880.2264 | -32997.5539 | 133827.8127 | -166825.3666 |
Total P&L (%) | 315.5644 | 342.4446 | -26.8802 | -32.9976 | 133.8278 | -166.8254 |
Avg Daily Profit (%) | 0.1372 | 0.1489 | -0.0117 | -0.0174 | 0.037 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110667 | -117982 | -82398 | -158637 | -111341 | -142210 |
Profit Factor | 1.4544 | 2.0038 | 0.9239 | 0.9561 | 1.3899 | 0.592 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 47.6923 | 48.4848 | 46.875 | 47.6923 | 48.4848 | 46.875 |
Ratio Avg Win / Avg Loss | 1.5952 | 2.1291 | 1.0471 | 1.0487 | 1.4768 | 0.6709 |
Largest Winning Trade | 162072 | 162072 | 55985 | 108222 | 108222 | 51242 |
Largest Losing Trade | -48723 | -48723 | -43453 | -63334 | -49056 | -63334 |
Avg Bars in Trades | 130 | 98 | 163 | 130 | 98 | 163 |
Avg Bars in Winners | 193 | 116 | 276 | 193 | 116 | 276 |
Avg Bars in Losers | 72 | 81 | 64 | 72 | 81 | 64 |
Bars Traded | 8486 | 3247 | 5239 | 8486 | 3247 | 5239 |
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 | -144568 | 322967 | -580358 | -716008 | -143520 | -582025 |
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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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