Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372208.3573 | 378095.596 | -5887.2387 | 2765.3881 | 78433.4495 | -75668.0613 |
Total P&L (%) | 372.2084 | 378.0956 | -5.8872 | 2.7654 | 78.4334 | -75.6681 |
Avg Daily Profit (%) | 0.2061 | 0.2094 | -0.0033 | 0.0015 | 0.0321 | -0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93070 | -80330 | -132260 | -111343 | -97912 | -141617 |
Profit Factor | 1.8467 | 2.6663 | 0.9723 | 1.0062 | 1.3465 | 0.6563 |
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 | 2.1203 | 2.8567 | 1.1967 | 1.1553 | 1.4427 | 0.8077 |
Largest Winning Trade | 363816 | 363816 | 62362 | 157229 | 157229 | 36564 |
Largest Losing Trade | -45499 | -45499 | -37844 | -43662 | -43207 | -43662 |
Avg Bars in Trades | 83 | 86 | 80 | 83 | 86 | 80 |
Avg Bars in Winners | 126 | 115 | 137 | 126 | 115 | 137 |
Avg Bars in Losers | 46 | 59 | 34 | 46 | 59 | 34 |
Bars Traded | 4859 | 2515 | 2344 | 4859 | 2515 | 2344 |
Profit Streak | 0 | 0 | 51.6591 | 0 | 0 | 51.6591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169662 | 434225 | -580614 | -751124 | -150399 | -582280 |
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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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