Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568918.381 | 433603.3526 | 135315.0284 | 110624.5694 | 1101262.5313 | -990637.9619 |
Total P&L (%) | 568.9184 | 433.6034 | 135.315 | 110.6246 | 1101.2625 | -990.638 |
Avg Daily Profit (%) | 0.2991 | 0.2279 | 0.0711 | 0.0392 | 0.1308 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202754 | -100245 | -150355 | -1978196 | -831159 | -1389486 |
Profit Factor | 1.9752 | 2.3418 | 1.5199 | 1.0349 | 1.7615 | 0.4262 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 53.125 | 48.3871 | 50.7937 | 53.125 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9134 | 2.0663 | 1.6212 | 1.0025 | 1.5543 | 0.4546 |
Largest Winning Trade | 233071 | 233071 | 55760 | 1107827 | 1107827 | 104658 |
Largest Losing Trade | -88181 | -43244 | -88181 | -765439 | -765439 | -689722 |
Avg Bars in Trades | 88 | 68 | 108 | 88 | 68 | 108 |
Avg Bars in Winners | 127 | 86 | 172 | 127 | 86 | 172 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 5546 | 2177 | 3369 | 5546 | 2177 | 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 | -138260 | 456928 | -96093 | -473655 | -14323 | -581445 |
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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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