Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386853.8574 | 379464.5307 | 7389.3267 | -104403.7573 | 624658.8612 | -729062.6186 |
Total P&L (%) | 386.8539 | 379.4645 | 7.3893 | -104.4038 | 624.6589 | -729.0626 |
Avg Daily Profit (%) | 0.2023 | 0.1985 | 0.0039 | 0 | 0.1036 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142386 | -186899 | -106930 | -1013401 | -949061 | -760990 |
Profit Factor | 1.6418 | 2.0937 | 1.0289 | 0.957 | 1.5518 | 0.4365 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50.8475 | 51.7241 | 50 | 50.8475 | 51.7241 | 50 |
Ratio Avg Win / Avg Loss | 1.5871 | 1.9541 | 1.0289 | 0.9251 | 1.4483 | 0.4365 |
Largest Winning Trade | 175128 | 175128 | 36093 | 575699 | 575699 | 106703 |
Largest Losing Trade | -101064 | -58640 | -101064 | -666083 | -246911 | -666083 |
Avg Bars in Trades | 369 | 584 | 162 | 369 | 584 | 162 |
Avg Bars in Winners | 375 | 524 | 226 | 398 | 593 | 202 |
Avg Bars in Losers | 364 | 649 | 97 | 340 | 575 | 121 |
Bars Traded | 21814 | 16954 | 4860 | 21814 | 16954 | 4860 |
Profit Streak | 0 | 107.6561 | 0 | 61.0727 | 0 | 95.0727 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168639 | 443496 | -542226 | -759608 | -52402 | -580266 |
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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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