Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394910.0267 | 330715.3739 | 64194.6528 | 166186.2375 | 260375.4639 | -94189.2265 |
Total P&L (%) | 394.91 | 330.7154 | 64.1947 | 166.1862 | 260.3755 | -94.1892 |
Avg Daily Profit (%) | 0.2917 | 0.2443 | 0.0474 | 0.0723 | 0.0947 | -0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95035 | -90663 | -59283 | -654348 | -505630 | -396203 |
Profit Factor | 2.0397 | 2.8766 | 1.3153 | 1.0981 | 1.3522 | 0.9014 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 53.2258 | 45.1613 | 61.2903 | 53.2258 | 45.1613 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.7924 | 3.4931 | 0.8307 | 0.965 | 1.642 | 0.5693 |
Largest Winning Trade | 355077 | 355077 | 53637 | 666854 | 666854 | 236804 |
Largest Losing Trade | -39035 | -22949 | -39035 | -220624 | -177833 | -220624 |
Avg Bars in Trades | 36 | 26 | 47 | 36 | 26 | 47 |
Avg Bars in Winners | 50 | 37 | 60 | 50 | 37 | 60 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 2276 | 814 | 1462 | 2276 | 814 | 1462 |
Profit Streak | 0 | 53.2258 | 0 | 0 | 53.2258 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145800 | 477196 | -130044 | -368779 | -65226 | -579354 |
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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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