Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539473.7512 | 548182.2335 | -8708.4823 | -36379.0873 | -12243.6279 | -24135.4594 |
Total P&L (%) | 539.4738 | 548.1822 | -8.7085 | -36.3791 | -12.2436 | -24.1355 |
Avg Daily Profit (%) | 0.2865 | 0.2911 | -0.0046 | -0.024 | -0.0069 | -0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184927 | -120050 | -114759 | -880454 | -691219 | -252915 |
Profit Factor | 1.9292 | 2.7938 | 0.9683 | 0.9779 | 0.9879 | 0.9619 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 35.3846 | 36.3636 | 34.375 | 35.3846 | 36.3636 | 34.375 |
Ratio Avg Win / Avg Loss | 3.5228 | 4.8892 | 1.8486 | 1.7857 | 1.7288 | 1.8363 |
Largest Winning Trade | 650101 | 650101 | 41419 | 666844 | 666844 | 153473 |
Largest Losing Trade | -41813 | -31117 | -41813 | -255276 | -255276 | -165512 |
Avg Bars in Trades | 50 | 28 | 73 | 50 | 28 | 73 |
Avg Bars in Winners | 82 | 31 | 137 | 82 | 31 | 137 |
Avg Bars in Losers | 33 | 26 | 40 | 33 | 26 | 40 |
Bars Traded | 3295 | 928 | 2367 | 3295 | 928 | 2367 |
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 | -129520 | 327553 | -584108 | -719961 | -583050 | -584108 |
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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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