Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309074.725 | 343912.3014 | -34837.5764 | -5197.1983 | 164940.8186 | -170138.0168 |
Total P&L (%) | 309.0747 | 343.9123 | -34.8376 | -5.1972 | 164.9408 | -170.138 |
Avg Daily Profit (%) | 0.1484 | 0.1651 | -0.0167 | -0.0026 | 0.0468 | 0 |
Buy And Hold Return (%) | 56.7769 | 56.7769 | 56.7769 | 56.7769 | 56.7769 | 56.7769 |
Max Trade Drawdown | -180465 | -66062 | -115852 | -521700 | -146271 | -375485 |
Profit Factor | 1.6619 | 3.935 | 0.9004 | 0.9946 | 1.7182 | 0.7691 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.1937 | 5.5746 | 1.1082 | 1.3129 | 2.4341 | 0.9466 |
Largest Winning Trade | 309712 | 309712 | 50605 | 125542 | 125542 | 108320 |
Largest Losing Trade | -52878 | -16663 | -52878 | -158392 | -44329 | -158392 |
Avg Bars in Trades | 416 | 159 | 673 | 416 | 159 | 673 |
Avg Bars in Winners | 723 | 243 | 1166 | 723 | 243 | 1166 |
Avg Bars in Losers | 183 | 100 | 273 | 183 | 100 | 273 |
Bars Traded | 24154 | 4623 | 19531 | 24154 | 4623 | 19531 |
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 | -174991 | 370836 | -581177 | -761293 | -133755 | -582844 |
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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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