Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394791.4498 | 441435.6775 | -46644.2278 | -99181.5369 | 495382.5605 | -594564.0974 |
Total P&L (%) | 394.7915 | 441.4357 | -46.6442 | -99.1815 | 495.3826 | -594.5641 |
Avg Daily Profit (%) | 0.206 | 0.2304 | -0.0243 | -0.2505 | 0.0931 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154430 | -120631 | -118923 | -828777 | -853531 | -953188 |
Profit Factor | 1.6479 | 2.6207 | 0.8616 | 0.963 | 1.413 | 0.5987 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 46.5517 | 48.2759 | 44.8276 | 46.5517 | 48.2759 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.892 | 2.8079 | 1.0604 | 1.1057 | 1.5139 | 0.7368 |
Largest Winning Trade | 206764 | 206764 | 63519 | 531431 | 531431 | 229094 |
Largest Losing Trade | -99768 | -56365 | -99768 | -827679 | -398567 | -827679 |
Avg Bars in Trades | 126 | 123 | 129 | 126 | 123 | 129 |
Avg Bars in Winners | 163 | 154 | 172 | 163 | 154 | 172 |
Avg Bars in Losers | 94 | 94 | 93 | 94 | 94 | 93 |
Bars Traded | 7331 | 3586 | 3745 | 7331 | 3586 | 3745 |
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 | -170047 | 437513 | -581177 | -759952 | -67454 | -582844 |
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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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