Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666069.9858 | 673029.5842 | -6959.5984 | 119922.1701 | 287197.6409 | -167275.4708 |
Total P&L (%) | 666.07 | 673.0296 | -6.9596 | 119.9222 | 287.1976 | -167.2755 |
Avg Daily Profit (%) | 0.3632 | 0.367 | -0.0038 | 0.043 | 0.0739 | 0 |
Buy And Hold Return (%) | 150.315 | 150.315 | 150.315 | 150.315 | 150.315 | 150.315 |
Max Trade Drawdown | -88936 | -84743 | -75492 | -455691 | -267223 | -388958 |
Profit Factor | 2.3123 | 3.5091 | 0.9709 | 1.0662 | 1.3116 | 0.8122 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 42.3729 | 36.6667 | 48.2759 | 42.3729 | 36.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.1447 | 6.0612 | 1.0403 | 1.45 | 2.2655 | 0.8702 |
Largest Winning Trade | 642961 | 642961 | 47368 | 359913 | 359913 | 201022 |
Largest Losing Trade | -36485 | -27386 | -36485 | -221336 | -185028 | -221336 |
Avg Bars in Trades | 178 | 169 | 187 | 178 | 169 | 187 |
Avg Bars in Winners | 275 | 251 | 294 | 275 | 251 | 294 |
Avg Bars in Losers | 106 | 121 | 88 | 106 | 121 | 88 |
Bars Traded | 10524 | 5077 | 5447 | 10524 | 5077 | 5447 |
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 | -170469 | 328916 | -579836 | -631474 | -105784 | -581503 |
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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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