Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441070.9038 | 375307.8831 | 65763.0207 | 117136.5389 | 72692.316 | 44444.223 |
Total P&L (%) | 441.0709 | 375.3079 | 65.763 | 117.1365 | 72.6923 | 44.4442 |
Avg Daily Profit (%) | 0.1916 | 0.163 | 0.0286 | 0.0337 | 0.0237 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199637 | -188831 | -120564 | -297957 | -284712 | -168052 |
Profit Factor | 1.8585 | 2.1717 | 1.3399 | 1.1989 | 1.1968 | 1.2025 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.6187 | 2.0269 | 1.0887 | 1.0442 | 1.117 | 0.977 |
Largest Winning Trade | 223681 | 223681 | 46264 | 152882 | 152882 | 60989 |
Largest Losing Trade | -63393 | -51710 | -63393 | -118547 | -115583 | -118547 |
Avg Bars in Trades | 115 | 155 | 75 | 115 | 155 | 75 |
Avg Bars in Winners | 126 | 148 | 105 | 126 | 148 | 105 |
Avg Bars in Losers | 101 | 162 | 37 | 101 | 162 | 37 |
Bars Traded | 6675 | 4500 | 2175 | 6675 | 4500 | 2175 |
Profit Streak | 0 | 0 | 411.866 | 0 | 0 | 411.866 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167976 | 417778 | -152683 | -328653 | -165047 | -173522 |
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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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