Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432568.8196 | 342029.4344 | 90539.3852 | 100845.1017 | 301234.7803 | -200389.6786 |
Total P&L (%) | 432.5688 | 342.0294 | 90.5394 | 100.8451 | 301.2348 | -200.3897 |
Avg Daily Profit (%) | 0.2274 | 0.1798 | 0.0476 | 0.0367 | 0.0731 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131743 | -144050 | -95194 | -526464 | -621098 | -566692 |
Profit Factor | 1.7233 | 2.0424 | 1.3354 | 1.0485 | 1.2744 | 0.7957 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 42.3729 | 43.3333 | 41.3793 | 42.3729 | 43.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.3437 | 2.6709 | 1.8918 | 1.426 | 1.6666 | 1.1273 |
Largest Winning Trade | 170471 | 170471 | 54093 | 403709 | 403709 | 171357 |
Largest Losing Trade | -41157 | -41157 | -34376 | -198292 | -198292 | -170841 |
Avg Bars in Trades | 93 | 82 | 105 | 93 | 82 | 105 |
Avg Bars in Winners | 138 | 122 | 155 | 138 | 122 | 155 |
Avg Bars in Losers | 61 | 51 | 70 | 61 | 51 | 70 |
Bars Traded | 5541 | 2472 | 3069 | 5541 | 2472 | 3069 |
Profit Streak | 0 | 0 | 655.3535 | 0 | 0 | 655.3535 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171344 | 312854 | -130386 | -493546 | -96991 | -581561 |
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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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