Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353890.096 | 381070.9718 | -27180.8757 | 9390.0915 | 26727.2422 | -17337.1507 |
Total P&L (%) | 353.8901 | 381.071 | -27.1809 | 9.3901 | 26.7272 | -17.3372 |
Avg Daily Profit (%) | 0.1963 | 0.2114 | -0.0151 | 0.005 | 0.0131 | -0.0106 |
Buy And Hold Return (%) | 82.8404 | 82.8404 | 82.8404 | 82.8404 | 82.8404 | 82.8404 |
Max Trade Drawdown | -100350 | -76485 | -41577 | -241290 | -205187 | -67798 |
Profit Factor | 2.2493 | 3.0302 | 0.7156 | 1.0201 | 1.0771 | 0.8566 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 44.0678 | 44.8276 | 43.3333 | 44.0678 | 44.8276 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.8549 | 3.7295 | 0.9357 | 1.2947 | 1.3257 | 1.1201 |
Largest Winning Trade | 485644 | 485644 | 23127 | 235270 | 235270 | 31889 |
Largest Losing Trade | -29030 | -29030 | -26993 | -62902 | -62902 | -25734 |
Avg Bars in Trades | 110 | 213 | 10 | 110 | 213 | 10 |
Avg Bars in Winners | 177 | 343 | 11 | 177 | 343 | 11 |
Avg Bars in Losers | 57 | 109 | 9 | 57 | 109 | 9 |
Bars Traded | 6515 | 6203 | 312 | 6515 | 6203 | 312 |
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 | -171916 | 351036 | -583140 | -732186 | -478845 | -581473 |
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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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