Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341515.9415 | 366643.5092 | -25127.5677 | 6144.4146 | 303319.3829 | -297174.9682 |
Total P&L (%) | 341.5159 | 366.6435 | -25.1276 | 6.1444 | 303.3194 | -297.175 |
Avg Daily Profit (%) | 0.1455 | 0.1562 | -0.0107 | 0.0025 | 0.0594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108519 | -77246 | -94828 | -390524 | -198195 | -309732 |
Profit Factor | 1.6214 | 2.4471 | 0.9152 | 1.0045 | 1.4967 | 0.6119 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 49.2537 | 50 | 48.4848 | 49.2537 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.6706 | 2.4471 | 0.9724 | 1.0349 | 1.4967 | 0.6502 |
Largest Winning Trade | 201063 | 201063 | 58937 | 309766 | 309766 | 80491 |
Largest Losing Trade | -49578 | -48320 | -49578 | -215623 | -178827 | -215623 |
Avg Bars in Trades | 65 | 65 | 64 | 65 | 65 | 64 |
Avg Bars in Winners | 88 | 86 | 90 | 88 | 86 | 90 |
Avg Bars in Losers | 42 | 45 | 40 | 42 | 45 | 40 |
Bars Traded | 4362 | 2232 | 2130 | 4362 | 2232 | 2130 |
Profit Streak | 0 | 0 | 75.9727 | 0 | 0 | 75.9727 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117093 | 428115 | -580834 | -692104 | -112323 | -580834 |
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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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