Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425544.1742 | 427204.4916 | -1660.3174 | -349.4936 | -58072.6503 | 57723.1567 |
Total P&L (%) | 425.5442 | 427.2045 | -1.6603 | -0.3495 | -58.0727 | 57.7232 |
Avg Daily Profit (%) | 0.1849 | 0.1856 | -0.0007 | -0.0002 | -0.0378 | 0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131371 | -133054 | -88627 | -465680 | -450131 | -162608 |
Profit Factor | 1.7422 | 2.5958 | 0.9946 | 0.9997 | 0.9078 | 1.1142 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 2.0326 | 3.5229 | 0.9946 | 1.1663 | 1.2321 | 1.1142 |
Largest Winning Trade | 323919 | 323919 | 57834 | 229092 | 229092 | 121835 |
Largest Losing Trade | -59689 | -40222 | -59689 | -186592 | -186592 | -105682 |
Avg Bars in Trades | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Winners | 134 | 145 | 125 | 134 | 145 | 125 |
Avg Bars in Losers | 67 | 65 | 70 | 67 | 65 | 70 |
Bars Traded | 6408 | 3275 | 3133 | 6408 | 3275 | 3133 |
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 | -126978 | 341175 | -580810 | -716884 | -582082 | -262186 |
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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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