Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364176.613 | 254200.8951 | 109975.7178 | 373599.2638 | 385610.4001 | -12011.1364 |
Total P&L (%) | 364.1766 | 254.2009 | 109.9757 | 373.5993 | 385.6104 | -12.0111 |
Avg Daily Profit (%) | 0.2543 | 0.1775 | 0.0768 | 0.1087 | 0.1104 | -0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101377 | -44359 | -59794 | -362770 | -135352 | -237788 |
Profit Factor | 2.0015 | 2.6312 | 1.5293 | 1.4543 | 2.3 | 0.9772 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 46.6667 | 55.1724 | 50.8475 | 46.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.9348 | 3.0071 | 1.2425 | 1.4058 | 2.6286 | 0.7939 |
Largest Winning Trade | 150179 | 150179 | 60822 | 193895 | 193895 | 122787 |
Largest Losing Trade | -59794 | -34990 | -59794 | -213076 | -66645 | -213076 |
Avg Bars in Trades | 70 | 59 | 82 | 70 | 59 | 82 |
Avg Bars in Winners | 107 | 95 | 118 | 107 | 95 | 118 |
Avg Bars in Losers | 32 | 27 | 38 | 32 | 27 | 38 |
Bars Traded | 4175 | 1778 | 2397 | 4175 | 1778 | 2397 |
Profit Streak | 0 | 0 | 89.9028 | 0 | 0 | 89.9028 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167501 | 399724 | -87748 | -226287 | -42553 | -579603 |
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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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