Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182282.3419 | 190881.3906 | -8599.0487 | 40482.5772 | 54040.0256 | -13557.4485 |
Total P&L (%) | 182.2823 | 190.8814 | -8.599 | 40.4826 | 54.04 | -13.5574 |
Avg Daily Profit (%) | 0.175 | 0.1832 | -0.0083 | 0.0326 | 0.0415 | -0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113128 | -102621 | -16299 | -281597 | -264624 | -28625 |
Profit Factor | 1.6836 | 1.7879 | 0.6473 | 1.0708 | 1.1023 | 0.6898 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.2239 | 54.5455 | 55.8824 | 55.2239 | 54.5455 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3651 | 1.4899 | 0.5111 | 0.8682 | 0.9186 | 0.5446 |
Largest Winning Trade | 146609 | 146609 | 2922 | 147099 | 147099 | 6944 |
Largest Losing Trade | -49860 | -49860 | -5735 | -134765 | -134765 | -11182 |
Avg Bars in Trades | 348 | 705 | 2 | 348 | 705 | 2 |
Avg Bars in Winners | 348 | 714 | 1 | 348 | 714 | 1 |
Avg Bars in Losers | 348 | 695 | 2 | 348 | 695 | 2 |
Bars Traded | 23353 | 23283 | 70 | 23353 | 23283 | 70 |
Profit Streak | 0 | 98.88 | 0 | 0 | 98.88 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110836 | 421887 | -579477 | -416131 | -246263 | -579754 |
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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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