Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509104.6046 | 510843.0936 | -1738.4891 | 124474.6832 | 41665.7253 | 82808.9579 |
Total P&L (%) | 509.1046 | 510.8431 | -1.7385 | 124.4747 | 41.6657 | 82.809 |
Avg Daily Profit (%) | 0.213 | 0.2137 | -0.0007 | 0.0338 | 0.0146 | 0.0252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111639 | -59199 | -236204 | -180852 | -137349 | -157977 |
Profit Factor | 1.8052 | 4.164 | 0.9963 | 1.1669 | 1.1343 | 1.1901 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.0317 | 50 | 41.9355 | 46.0317 | 50 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.1165 | 4.164 | 1.3795 | 1.3681 | 1.1343 | 1.6478 |
Largest Winning Trade | 183465 | 183465 | 63359 | 98507 | 76230 | 98507 |
Largest Losing Trade | -65184 | -29223 | -65184 | -86868 | -78942 | -86868 |
Avg Bars in Trades | 98 | 44 | 153 | 98 | 44 | 153 |
Avg Bars in Winners | 165 | 62 | 292 | 165 | 62 | 292 |
Avg Bars in Losers | 40 | 26 | 53 | 40 | 26 | 53 |
Bars Traded | 6188 | 1422 | 4766 | 6188 | 1422 | 4766 |
Profit Streak | 0 | 0 | 320.2985 | 0 | 0 | 320.2985 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140970 | 550952 | -581321 | -337214 | -248301 | -171695 |
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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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