Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315980.2579 | 311567.2293 | 4413.0286 | 166541.4307 | 421181.9343 | -254640.5036 |
Total P&L (%) | 315.9803 | 311.5672 | 4.413 | 166.5414 | 421.1819 | -254.6405 |
Avg Daily Profit (%) | 0.2237 | 0.2206 | 0.0031 | 0.0694 | 0.1169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135495 | -96182 | -118952 | -733180 | -503428 | -554609 |
Profit Factor | 1.7351 | 2.6184 | 1.0186 | 1.0818 | 1.4494 | 0.768 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 42.623 | 41.9355 | 43.3333 | 42.623 | 41.9355 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.3357 | 3.6255 | 1.332 | 1.4563 | 2.0069 | 1.0043 |
Largest Winning Trade | 151022 | 151022 | 62560 | 486843 | 486843 | 198202 |
Largest Losing Trade | -30554 | -30554 | -29128 | -231286 | -171939 | -231286 |
Avg Bars in Trades | 44 | 37 | 52 | 44 | 37 | 52 |
Avg Bars in Winners | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Losers | 28 | 16 | 41 | 28 | 16 | 41 |
Bars Traded | 2736 | 1176 | 1560 | 2736 | 1176 | 1560 |
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 | -158033 | 346122 | -557133 | -399881 | -37943 | -581751 |
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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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