Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847258.3426 | 761409.6788 | 85848.6638 | 184648.3472 | 361069.5484 | -176421.2012 |
Total P&L (%) | 847.2583 | 761.4097 | 85.8487 | 184.6483 | 361.0695 | -176.4212 |
Avg Daily Profit (%) | 0.4582 | 0.4118 | 0.0464 | 0.0566 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106263 | -123756 | -69215 | -650162 | -449196 | -459659 |
Profit Factor | 2.8392 | 3.927 | 1.4281 | 1.1037 | 1.3905 | 0.7938 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 41.3793 | 34.4828 | 48.2759 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.0222 | 7.4613 | 1.5301 | 1.5636 | 2.6419 | 0.8505 |
Largest Winning Trade | 825262 | 825262 | 50188 | 733468 | 733468 | 160855 |
Largest Losing Trade | -46838 | -46838 | -30351 | -271848 | -271848 | -222397 |
Avg Bars in Trades | 92 | 72 | 113 | 92 | 72 | 113 |
Avg Bars in Winners | 160 | 117 | 191 | 160 | 117 | 191 |
Avg Bars in Losers | 45 | 49 | 40 | 45 | 49 | 40 |
Bars Traded | 5381 | 2104 | 3277 | 5381 | 2104 | 3277 |
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 | -167187 | 387592 | -129647 | -405524 | -86889 | -581503 |
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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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