Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360901.8217 | 342516.4575 | 18385.3642 | 82841.5199 | 212368.2955 | -129526.7756 |
Total P&L (%) | 360.9018 | 342.5165 | 18.3854 | 82.8415 | 212.3683 | -129.5268 |
Avg Daily Profit (%) | 0.1891 | 0.1795 | 0.0096 | 0.0316 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157257 | -97296 | -103503 | -470743 | -334876 | -415156 |
Profit Factor | 1.7521 | 2.639 | 1.0679 | 1.0591 | 1.344 | 0.8347 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.4821 | 3.7386 | 1.5128 | 1.5004 | 1.904 | 1.1824 |
Largest Winning Trade | 213658 | 213658 | 64370 | 373196 | 373196 | 184699 |
Largest Losing Trade | -43041 | -26470 | -43041 | -210649 | -129927 | -210649 |
Avg Bars in Trades | 93 | 88 | 98 | 93 | 88 | 98 |
Avg Bars in Winners | 141 | 142 | 140 | 141 | 142 | 140 |
Avg Bars in Losers | 60 | 51 | 69 | 60 | 51 | 69 |
Bars Traded | 5443 | 2578 | 2865 | 5443 | 2578 | 2865 |
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 | -172002 | 326563 | -336095 | -487860 | -115158 | -582518 |
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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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