Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460783.1558 | 424701.6305 | 36081.5253 | 20274.4629 | -36667.9097 | 56942.3725 |
Total P&L (%) | 460.7832 | 424.7016 | 36.0815 | 20.2745 | -36.6679 | 56.9424 |
Avg Daily Profit (%) | 0.2366 | 0.2181 | 0.0185 | 0.0095 | -0.0235 | 0.0231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123283 | -90176 | -115171 | -142985 | -116300 | -67865 |
Profit Factor | 1.8866 | 2.8065 | 1.1268 | 1.0489 | 0.8337 | 1.293 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 39.6552 | 37.931 | 41.3793 | 39.6552 | 37.931 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.871 | 4.5925 | 1.5963 | 1.5961 | 1.3642 | 1.8317 |
Largest Winning Trade | 395309 | 395309 | 60093 | 62692 | 62692 | 55603 |
Largest Losing Trade | -58225 | -50557 | -58225 | -39951 | -35848 | -39951 |
Avg Bars in Trades | 93 | 88 | 98 | 93 | 88 | 98 |
Avg Bars in Winners | 142 | 128 | 154 | 142 | 128 | 154 |
Avg Bars in Losers | 61 | 64 | 58 | 61 | 64 | 58 |
Bars Traded | 5435 | 2580 | 2855 | 5435 | 2580 | 2855 |
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 | -172285 | 301805 | -254046 | -536322 | -583859 | -165073 |
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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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