Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254270.7243 | 286491.0174 | -32220.293 | -137868.7134 | 33487.2445 | -171355.9579 |
Total P&L (%) | 254.2707 | 286.491 | -32.2203 | -137.8687 | 33.4872 | -171.356 |
Avg Daily Profit (%) | 0.1367 | 0.1541 | -0.0173 | 0 | 0.0155 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178997 | -156105 | -164053 | -237194 | -143231 | -164174 |
Profit Factor | 1.4336 | 1.951 | 0.887 | 0.7468 | 1.1408 | 0.4409 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 15 | 14 | 33 | 17 | 16 |
Losing Trades | 29 | 14 | 15 | 25 | 12 | 13 |
Profitability (%) | 50 | 51.7241 | 48.2759 | 56.8966 | 58.6207 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.4336 | 1.821 | 0.9504 | 0.5657 | 0.8052 | 0.3583 |
Largest Winning Trade | 300389 | 300389 | 42681 | 64596 | 64596 | 35049 |
Largest Losing Trade | -146566 | -87709 | -146566 | -129144 | -104778 | -129144 |
Avg Bars in Trades | 59 | 90 | 28 | 59 | 90 | 28 |
Avg Bars in Winners | 47 | 60 | 35 | 33 | 43 | 23 |
Avg Bars in Losers | 71 | 123 | 22 | 93 | 157 | 34 |
Bars Traded | 3456 | 2627 | 829 | 3456 | 2627 | 829 |
Profit Streak | 0 | 0 | 0 | 25.0272 | 48.0272 | 25.0272 |
Trades During Streak | 0 | 0 | 0 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189084 | 399694 | -581225 | -757879 | -239766 | -578860 |
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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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