Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198778.2538 | 184883.9267 | 13894.3272 | -77842.5928 | 8411.663 | -86254.2558 |
Total P&L (%) | 198.7783 | 184.8839 | 13.8943 | -77.8426 | 8.4117 | -86.2543 |
Avg Daily Profit (%) | 0.1608 | 0.1496 | 0.0112 | -0.1219 | 0.0065 | -0.1604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95738 | -74033 | -77899 | -19353 | -12237 | -15956 |
Profit Factor | 1.3491 | 1.5964 | 1.0536 | 0.5081 | 1.205 | 0.264 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 57.3529 | 50 | 64.7059 | 57.3529 | 50 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.0032 | 1.5964 | 0.5747 | 0.3778 | 1.205 | 0.144 |
Largest Winning Trade | 86236 | 86236 | 32362 | 8389 | 8389 | 4529 |
Largest Losing Trade | -91854 | -37453 | -91854 | -91854 | -6697 | -91854 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
Bars Traded | 3470 | 1736 | 1734 | 3470 | 1736 | 1734 |
Profit Streak | 0 | 0 | 154.0862 | 0 | 0 | 154.0862 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104876 | 346513 | -382442 | -693324 | -350384 | -577228 |
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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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