Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463230.172 | 426797.1097 | 36433.0623 | -139705.0123 | 200351.3234 | -340056.3356 |
Total P&L (%) | 463.2302 | 426.7971 | 36.4331 | -139.705 | 200.3513 | -340.0563 |
Avg Daily Profit (%) | 0.2496 | 0.23 | 0.0196 | 0 | 0.0593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165384 | -124523 | -120562 | -570765 | -244058 | -546448 |
Profit Factor | 1.8943 | 2.8094 | 1.1292 | 0.9018 | 1.4433 | 0.6499 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 11 | 20 | 31 | 14 | 17 |
Losing Trades | 27 | 18 | 9 | 27 | 15 | 12 |
Profitability (%) | 53.4483 | 37.931 | 68.9655 | 53.4483 | 48.2759 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.6499 | 4.5972 | 0.5081 | 0.7855 | 1.5464 | 0.4587 |
Largest Winning Trade | 537161 | 537161 | 45891 | 378995 | 378995 | 85044 |
Largest Losing Trade | -115409 | -49974 | -115409 | -426657 | -138070 | -426657 |
Avg Bars in Trades | 60 | 47 | 72 | 60 | 47 | 72 |
Avg Bars in Winners | 78 | 68 | 83 | 77 | 63 | 88 |
Avg Bars in Losers | 39 | 34 | 47 | 40 | 31 | 50 |
Bars Traded | 3480 | 1370 | 2110 | 3480 | 1370 | 2110 |
Profit Streak | 0 | 0 | 0 | 64.9454 | 77.9454 | 64.9454 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167411 | 305664 | -246883 | -758858 | -111872 | -579156 |
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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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