Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464888.6249 | 382310.1626 | 82578.4623 | 342971.9897 | 610374.0099 | -267402.0202 |
Total P&L (%) | 464.8886 | 382.3102 | 82.5785 | 342.972 | 610.374 | -267.402 |
Avg Daily Profit (%) | 0.3128 | 0.2572 | 0.0556 | 0.1002 | 0.132 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136061 | -30107 | -130024 | -957973 | -250635 | -855564 |
Profit Factor | 2.1965 | 5.8411 | 1.2667 | 1.1551 | 2.2682 | 0.8455 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 33.8983 | 40 | 27.5862 | 33.8983 | 40 | 27.5862 |
Ratio Avg Win / Avg Loss | 4.2831 | 8.7617 | 3.3252 | 2.2524 | 3.4023 | 2.2193 |
Largest Winning Trade | 278979 | 278979 | 87891 | 523266 | 523266 | 464070 |
Largest Losing Trade | -44009 | -13285 | -44009 | -380828 | -156446 | -380828 |
Avg Bars in Trades | 68 | 7 | 131 | 68 | 7 | 131 |
Avg Bars in Winners | 170 | 15 | 401 | 170 | 15 | 401 |
Avg Bars in Losers | 16 | 2 | 28 | 16 | 2 | 28 |
Bars Traded | 4032 | 230 | 3802 | 4032 | 230 | 3802 |
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 | -173274 | 463077 | -136207 | -294093 | -15734 | -596471 |
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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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