Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266099.2758 | 358568.5787 | -92469.3028 | -81570.714 | 66456.2907 | -148027.0047 |
Total P&L (%) | 266.0993 | 358.5686 | -92.4693 | -81.5707 | 66.4563 | -148.027 |
Avg Daily Profit (%) | 0.1419 | 0.1913 | -0.0493 | -0.0902 | 0.0272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167808 | -180018 | -104434 | -230199 | -177295 | -146969 |
Profit Factor | 1.3784 | 1.9831 | 0.7268 | 0.8501 | 1.2261 | 0.4088 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 47.6923 | 45.4545 | 50 | 47.6923 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 1.5118 | 2.3797 | 0.7268 | 0.9324 | 1.4713 | 0.4088 |
Largest Winning Trade | 213401 | 213401 | 39901 | 156099 | 156099 | 23119 |
Largest Losing Trade | -59454 | -54110 | -59454 | -119438 | -119438 | -73447 |
Avg Bars in Trades | 106 | 97 | 116 | 106 | 97 | 116 |
Avg Bars in Winners | 149 | 139 | 158 | 149 | 139 | 158 |
Avg Bars in Losers | 68 | 62 | 74 | 68 | 62 | 74 |
Bars Traded | 6948 | 3219 | 3729 | 6948 | 3219 | 3729 |
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 | -138777 | 342772 | -580810 | -717675 | -158957 | -580810 |
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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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