Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217002.8085 | 153043.3566 | 63959.4519 | -1316036.6737 | -275009.2293 | -1041027.4444 |
Total P&L (%) | 217.0028 | 153.0434 | 63.9595 | -1316.0367 | -275.0092 | -1041.0274 |
Avg Daily Profit (%) | 0.2133 | 0.1504 | 0.0629 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63660 | -72822 | -32074 | -1246604 | -687912 | -891942 |
Profit Factor | 1.474 | 1.788 | 1.2426 | 0.5887 | 0.8358 | 0.3173 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 15 | 18 | 24 | 14 | 10 |
Losing Trades | 25 | 14 | 11 | 34 | 15 | 19 |
Profitability (%) | 56.8966 | 51.7241 | 62.069 | 41.3793 | 48.2759 | 34.4828 |
Ratio Avg Win / Avg Loss | 1.1167 | 1.6688 | 0.7594 | 0.834 | 0.8955 | 0.6029 |
Largest Winning Trade | 50722 | 50722 | 32754 | 599302 | 599302 | 116423 |
Largest Losing Trade | -179705 | -57408 | -179705 | -438860 | -438860 | -204322 |
Avg Bars in Trades | 67 | 78 | 55 | 67 | 78 | 55 |
Avg Bars in Winners | 52 | 55 | 49 | 84 | 103 | 58 |
Avg Bars in Losers | 86 | 103 | 64 | 54 | 55 | 54 |
Bars Traded | 3894 | 2283 | 1611 | 3894 | 2283 | 1611 |
Profit Streak | 0 | 0 | 0 | 50.973 | 50.973 | 59.973 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169724 | 387243 | -109821 | -762641 | -580939 | -586307 |
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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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