Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261800.0958 | 284215.4628 | -22415.367 | -29895.3957 | 748383.9297 | -778279.3254 |
Total P&L (%) | 261.8001 | 284.2155 | -22.4154 | -29.8954 | 748.3839 | -778.2793 |
Avg Daily Profit (%) | 0.1618 | 0.1757 | -0.0139 | -0.0219 | 0.1322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167384 | -124976 | -91460 | -1201557 | -494177 | -1121490 |
Profit Factor | 1.4768 | 2.221 | 0.9291 | 0.9891 | 1.847 | 0.581 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 51.7241 | 55.1724 | 48.2759 | 51.7241 | 55.1724 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.3783 | 1.8045 | 0.9955 | 0.9232 | 1.5007 | 0.6225 |
Largest Winning Trade | 103274 | 103274 | 63670 | 383038 | 382601 | 383038 |
Largest Losing Trade | -71548 | -42840 | -71548 | -786254 | -227156 | -786254 |
Avg Bars in Trades | 321 | 318 | 324 | 321 | 318 | 324 |
Avg Bars in Winners | 457 | 458 | 457 | 457 | 458 | 457 |
Avg Bars in Losers | 175 | 146 | 200 | 175 | 146 | 200 |
Bars Traded | 18640 | 9232 | 9408 | 18640 | 9232 | 9408 |
Profit Streak | 0 | 0 | 662.1257 | 0 | 0 | 662.1257 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170817 | 441182 | -580546 | -760054 | -11954 | -580546 |
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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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