Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301751.1939 | 335745.921 | -33994.7271 | -22733.5648 | 159581.8119 | -182315.3767 |
Total P&L (%) | 301.7512 | 335.7459 | -33.9947 | -22.7336 | 159.5818 | -182.3154 |
Avg Daily Profit (%) | 0.1317 | 0.1465 | -0.0148 | -0.0113 | 0.0416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118748 | -70722 | -134521 | -200602 | -117490 | -242413 |
Profit Factor | 1.5605 | 2.6112 | 0.897 | 0.9725 | 1.4858 | 0.635 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Losing Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Profitability (%) | 50.8772 | 65.5172 | 35.7143 | 50.8772 | 65.5172 | 35.7143 |
Ratio Avg Win / Avg Loss | 1.5066 | 1.3743 | 1.6146 | 0.939 | 0.782 | 1.1429 |
Largest Winning Trade | 171872 | 171872 | 79749 | 98418 | 98418 | 70303 |
Largest Losing Trade | -70722 | -70722 | -53851 | -117490 | -117490 | -104499 |
Avg Bars in Trades | 73 | 46 | 101 | 73 | 46 | 101 |
Avg Bars in Winners | 68 | 39 | 124 | 68 | 39 | 124 |
Avg Bars in Losers | 78 | 60 | 89 | 78 | 60 | 89 |
Bars Traded | 4193 | 1347 | 2846 | 4193 | 1347 | 2846 |
Profit Streak | 0 | 0 | 73.6652 | 0 | 0 | 73.6652 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -193828 | 301536 | -604053 | -760164 | -135782 | -605164 |
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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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