Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225625.2533 | 297364.8218 | -71739.5686 | -94044.4509 | 40741.7157 | -134786.1666 |
Total P&L (%) | 225.6253 | 297.3648 | -71.7396 | -94.0445 | 40.7417 | -134.7862 |
Avg Daily Profit (%) | 0.1214 | 0.16 | -0.0386 | -0.1517 | 0.0184 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211219 | -112170 | -122923 | -140461 | -4667 | -17648 |
Profit Factor | 1.3315 | 2.216 | 0.8355 | 0.3915 | 5.1712 | 0.0691 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 45.1613 | 43.3333 | 44.2623 | 45.1613 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.6766 | 2.6908 | 1.0926 | 0.493 | 6.2794 | 0.0904 |
Largest Winning Trade | 112327 | 112327 | 79786 | 41544 | 41544 | 2422 |
Largest Losing Trade | -90847 | -28302 | -90847 | -119948 | -2833 | -119948 |
Avg Bars in Trades | 117 | 110 | 124 | 117 | 110 | 124 |
Avg Bars in Winners | 155 | 152 | 159 | 155 | 152 | 159 |
Avg Bars in Losers | 86 | 75 | 97 | 86 | 75 | 97 |
Bars Traded | 7149 | 3414 | 3735 | 7149 | 3414 | 3735 |
Profit Streak | 0 | 0 | 252.6611 | 0 | 0 | 252.6611 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197780 | 344683 | -580399 | -749009 | -164164 | -581787 |
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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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