Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654313.1548 | 621704.9406 | 32608.2142 | 213389.4871 | 230613.0003 | -17223.5132 |
Total P&L (%) | 654.3132 | 621.7049 | 32.6082 | 213.3895 | 230.613 | -17.2235 |
Avg Daily Profit (%) | 0.2861 | 0.2718 | 0.0143 | 0.05 | 0.0523 | -0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144164 | -104468 | -94036 | -408458 | -318101 | -153366 |
Profit Factor | 2.1877 | 2.8953 | 1.1463 | 1.2196 | 1.3512 | 0.9453 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 50.8772 | 48.2759 | 53.5714 | 50.8772 | 48.2759 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.1123 | 3.1021 | 0.9935 | 1.1776 | 1.4477 | 0.8193 |
Largest Winning Trade | 418152 | 418152 | 78239 | 352800 | 352800 | 91493 |
Largest Losing Trade | -49553 | -49553 | -46689 | -143945 | -143945 | -87551 |
Avg Bars in Trades | 72 | 70 | 75 | 72 | 70 | 75 |
Avg Bars in Winners | 68 | 47 | 87 | 68 | 47 | 87 |
Avg Bars in Losers | 77 | 92 | 60 | 77 | 92 | 60 |
Bars Traded | 4157 | 2053 | 2104 | 4157 | 2053 | 2104 |
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 | -166450 | 484349 | -258529 | -305987 | -123401 | -601370 |
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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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