Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525637.355 | 471322.1148 | 54315.2402 | 161899.6804 | 452368.4418 | -290468.7613 |
Total P&L (%) | 525.6374 | 471.3221 | 54.3152 | 161.8997 | 452.3684 | -290.4688 |
Avg Daily Profit (%) | 0.3297 | 0.2956 | 0.0341 | 0.0604 | 0.1073 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145680 | -105433 | -88970 | -798832 | -746933 | -414918 |
Profit Factor | 2.0209 | 2.7594 | 1.2199 | 1.0751 | 1.3838 | 0.703 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.4872 | 3.9092 | 1.307 | 1.3232 | 1.9604 | 0.7532 |
Largest Winning Trade | 303983 | 303983 | 64924 | 733897 | 733897 | 153750 |
Largest Losing Trade | -37474 | -34530 | -37474 | -327616 | -327616 | -170807 |
Avg Bars in Trades | 103 | 88 | 119 | 103 | 88 | 119 |
Avg Bars in Winners | 161 | 135 | 183 | 161 | 135 | 183 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 6011 | 2556 | 3455 | 6011 | 2556 | 3455 |
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 | -168524 | 370681 | -149557 | -431720 | -51496 | -581503 |
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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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