Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338439.3591 | 309595.0206 | 28844.3385 | 61176.4954 | -112440.257 | 173616.7524 |
Total P&L (%) | 338.4394 | 309.595 | 28.8443 | 61.1765 | -112.4403 | 173.6168 |
Avg Daily Profit (%) | 0.1773 | 0.1621 | 0.0151 | 0.025 | 0 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158060 | -141046 | -73466 | -733906 | -768888 | -230024 |
Profit Factor | 1.6914 | 2.3506 | 1.1108 | 1.0325 | 0.8882 | 1.1983 |
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 | 2.3962 | 3.3301 | 1.5737 | 1.4627 | 1.2583 | 1.6976 |
Largest Winning Trade | 117689 | 117689 | 56685 | 275684 | 200380 | 275684 |
Largest Losing Trade | -70826 | -33157 | -70826 | -230321 | -230321 | -230024 |
Avg Bars in Trades | 93 | 70 | 116 | 93 | 70 | 116 |
Avg Bars in Winners | 140 | 96 | 185 | 140 | 96 | 185 |
Avg Bars in Losers | 59 | 51 | 67 | 59 | 51 | 67 |
Bars Traded | 5401 | 2032 | 3369 | 5401 | 2032 | 3369 |
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 | -172220 | 301207 | -276792 | -527664 | -582518 | -127192 |
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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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