Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233873.4291 | 295311.2135 | -61437.7843 | -55776.1919 | 1240287.3112 | -1296063.5031 |
Total P&L (%) | 233.8734 | 295.3112 | -61.4378 | -55.7762 | 1240.2873 | -1296.0635 |
Avg Daily Profit (%) | 0.1183 | 0.1493 | -0.0311 | -0.0413 | 0.1313 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299189 | -166958 | -145268 | -2932877 | -1042328 | -2095361 |
Profit Factor | 1.3783 | 1.908 | 0.7903 | 0.987 | 1.8427 | 0.5376 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 38.0952 | 50 | 25.8065 | 38.0952 | 50 | 25.8065 |
Ratio Avg Win / Avg Loss | 2.2397 | 1.908 | 2.2722 | 1.6038 | 1.8427 | 1.5455 |
Largest Winning Trade | 184626 | 184626 | 79569 | 1241134 | 1241134 | 1002616 |
Largest Losing Trade | -49093 | -39908 | -49093 | -1320435 | -389614 | -1320435 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 97 | 75 | 139 | 97 | 75 | 139 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 3721 | 1735 | 1986 | 3721 | 1735 | 1986 |
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 | -189350 | 356355 | -604300 | -733907 | -13810 | -604300 |
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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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