Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232760.1094 | 164120.889 | 68639.2204 | -8792.3753 | 3375.3619 | -12167.7372 |
Total P&L (%) | 232.7601 | 164.1209 | 68.6392 | -8.7924 | 3.3754 | -12.1677 |
Avg Daily Profit (%) | 0.2275 | 0.1604 | 0.0671 | -0.009 | 0.0032 | -0.0127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114370 | -147354 | -75933 | -102495 | -102792 | -46732 |
Profit Factor | 1.4529 | 1.5484 | 1.3198 | 0.9757 | 1.0172 | 0.9264 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 51.4706 | 52.9412 | 50 | 51.4706 | 52.9412 | 50 |
Ratio Avg Win / Avg Loss | 1.3699 | 1.3763 | 1.3198 | 0.9199 | 0.9042 | 0.9264 |
Largest Winning Trade | 185542 | 185542 | 31120 | 43857 | 43857 | 26070 |
Largest Losing Trade | -56069 | -56069 | -41510 | -43942 | -32526 | -43942 |
Avg Bars in Trades | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Winners | 50 | 39 | 60 | 50 | 39 | 60 |
Avg Bars in Losers | 65 | 76 | 55 | 65 | 76 | 55 |
Bars Traded | 3924 | 1941 | 1983 | 3924 | 1941 | 1983 |
Profit Streak | 0 | 0 | 56.6094 | 0 | 0 | 56.6094 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104434 | 332946 | -102686 | -694087 | -557171 | -580233 |
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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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