Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331742.4523 | 356205.9754 | -24463.523 | -26020.3692 | 26316.2859 | -52336.6551 |
Total P&L (%) | 331.7425 | 356.206 | -24.4635 | -26.0204 | 26.3163 | -52.3367 |
Avg Daily Profit (%) | 0.1592 | 0.171 | -0.0117 | -0.0145 | 0.0112 | -0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181714 | -187871 | -26290 | -415140 | -394493 | -51154 |
Profit Factor | 1.7428 | 1.9542 | 0.6661 | 0.9602 | 1.0473 | 0.4603 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 44.0678 | 48.2759 | 40 | 44.0678 | 48.2759 | 40 |
Ratio Avg Win / Avg Loss | 2.2121 | 2.0938 | 0.9992 | 1.2187 | 1.1221 | 0.6904 |
Largest Winning Trade | 211443 | 211443 | 8525 | 192852 | 192852 | 9388 |
Largest Losing Trade | -67379 | -67379 | -13171 | -202236 | -202236 | -21622 |
Avg Bars in Trades | 406 | 818 | 8 | 406 | 818 | 8 |
Avg Bars in Winners | 328 | 600 | 11 | 328 | 600 | 11 |
Avg Bars in Losers | 468 | 1022 | 6 | 468 | 1022 | 6 |
Bars Traded | 23990 | 23740 | 250 | 23990 | 23740 | 250 |
Profit Streak | 0 | 71.6297 | 0 | 0 | 71.6297 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171230 | 393020 | -584436 | -760918 | -349946 | -584436 |
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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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