Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528373.6676 | 409409.5107 | 118964.1569 | -33495.6742 | 370673.4248 | -404169.0991 |
Total P&L (%) | 528.3737 | 409.4095 | 118.9642 | -33.4957 | 370.6734 | -404.1691 |
Avg Daily Profit (%) | 0.2778 | 0.2153 | 0.0625 | -0.0214 | 0.0815 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149510 | -79693 | -225577 | -462705 | -59821 | -610008 |
Profit Factor | 1.9719 | 2.8511 | 1.3689 | 0.9588 | 3.5051 | 0.393 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0355 | 3.2312 | 1.2834 | 0.9898 | 3.9724 | 0.3684 |
Largest Winning Trade | 220474 | 220474 | 66555 | 192036 | 192036 | 72774 |
Largest Losing Trade | -96254 | -37276 | -96254 | -300206 | -39523 | -300206 |
Avg Bars in Trades | 117 | 79 | 157 | 117 | 79 | 157 |
Avg Bars in Winners | 180 | 115 | 241 | 180 | 115 | 241 |
Avg Bars in Losers | 56 | 46 | 66 | 56 | 46 | 66 |
Bars Traded | 7404 | 2529 | 4875 | 7404 | 2529 | 4875 |
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 | -138859 | 430070 | -108736 | -732086 | -78724 | -580608 |
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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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