Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453463.6312 | 445996.7237 | 7466.9075 | 40800.6114 | -32562.9536 | 73363.565 |
Total P&L (%) | 453.4636 | 445.9967 | 7.4669 | 40.8006 | -32.563 | 73.3636 |
Avg Daily Profit (%) | 0.1979 | 0.1947 | 0.0033 | 0.0149 | -0.0172 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153488 | -137036 | -100733 | -257562 | -288396 | -93841 |
Profit Factor | 1.7868 | 2.4991 | 1.0268 | 1.0494 | 0.9334 | 1.2178 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.9854 | 3.5404 | 0.8899 | 1.166 | 1.3223 | 1.0554 |
Largest Winning Trade | 299994 | 299994 | 47959 | 132826 | 132826 | 87041 |
Largest Losing Trade | -43981 | -41132 | -43981 | -119441 | -119441 | -87252 |
Avg Bars in Trades | 111 | 97 | 126 | 111 | 97 | 126 |
Avg Bars in Winners | 149 | 134 | 161 | 149 | 134 | 161 |
Avg Bars in Losers | 77 | 71 | 85 | 77 | 71 | 85 |
Bars Traded | 6353 | 2824 | 3529 | 6353 | 2824 | 3529 |
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 | -169530 | 321528 | -567564 | -521735 | -582518 | -181790 |
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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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