Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297562.9137 | 80323.8884 | 217239.0254 | 527964.2706 | -447254.304 | 975218.5745 |
Total P&L (%) | 297.5629 | 80.3239 | 217.239 | 527.9643 | -447.2543 | 975.2186 |
Avg Daily Profit (%) | 0.286 | 0.0772 | 0.2088 | 0.1768 | 0 | 0.2286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59451 | -68940 | -28787 | -542521 | -683116 | -234027 |
Profit Factor | 1.9899 | 1.381 | 3.4199 | 1.2972 | 0.645 | 2.8875 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 56.9231 | 54.5455 | 59.375 | 56.9231 | 54.5455 | 59.375 |
Ratio Avg Win / Avg Loss | 1.5059 | 1.1508 | 2.3399 | 0.9817 | 0.5375 | 1.9756 |
Largest Winning Trade | 94166 | 94166 | 40297 | 237352 | 210397 | 237352 |
Largest Losing Trade | -28236 | -28236 | -17572 | -272696 | -272696 | -139107 |
Avg Bars in Trades | 91 | 84 | 99 | 91 | 84 | 99 |
Avg Bars in Winners | 114 | 106 | 122 | 114 | 106 | 122 |
Avg Bars in Losers | 60 | 56 | 65 | 60 | 56 | 65 |
Bars Traded | 5951 | 2778 | 3173 | 5951 | 2778 | 3173 |
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 | -122965 | -88716 | 555111 | -128863 | -580213 | 539195 |
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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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