Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350373.3372 | 606188.6153 | -255815.2781 | -101244.4854 | -30553.0604 | -70691.425 |
Total P&L (%) | 350.3733 | 606.1886 | -255.8153 | -101.2445 | -30.5531 | -70.6914 |
Avg Daily Profit (%) | 0.148 | 0.2561 | -0.1081 | 0 | -0.0154 | -0.0518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -421802 | -149970 | -417433 | -219387 | -58581 | -160806 |
Profit Factor | 1.387 | 3.1305 | 0.588 | 0.5955 | 0.5298 | 0.6185 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 10 | 15 | 32 | 18 | 14 |
Losing Trades | 33 | 19 | 14 | 26 | 11 | 15 |
Profitability (%) | 43.1034 | 34.4828 | 51.7241 | 55.1724 | 62.069 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.8308 | 5.9479 | 0.5488 | 0.4838 | 0.3238 | 0.6627 |
Largest Winning Trade | 805796 | 805796 | 55201 | 52340 | 15417 | 52340 |
Largest Losing Trade | -204260 | -52974 | -204260 | -138243 | -28849 | -138243 |
Avg Bars in Trades | 77 | 60 | 94 | 77 | 60 | 94 |
Avg Bars in Winners | 118 | 79 | 145 | 47 | 42 | 54 |
Avg Bars in Losers | 46 | 51 | 41 | 114 | 90 | 132 |
Bars Traded | 4516 | 1763 | 2753 | 4516 | 1763 | 2753 |
Profit Streak | 0 | 0 | 0 | 120.0054 | 269.5054 | 120.0054 |
Trades During Streak | 0 | 0 | 0 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175896 | 302742 | -580609 | -758185 | -577873 | -580545 |
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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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