Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357750.6022 | 410928.3674 | -53177.7653 | -50752.8811 | 22729.6042 | -73482.4854 |
Total P&L (%) | 357.7506 | 410.9284 | -53.1778 | -50.7529 | 22.7296 | -73.4825 |
Avg Daily Profit (%) | 0.181 | 0.2079 | -0.0269 | -0.0358 | 0.0104 | -0.0671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196248 | -175132 | -58143 | -787974 | -772057 | -244925 |
Profit Factor | 1.7869 | 2.2098 | 0.5374 | 0.9676 | 1.0181 | 0.7642 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Losing Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Profitability (%) | 45.7627 | 62.069 | 30 | 45.7627 | 62.069 | 30 |
Ratio Avg Win / Avg Loss | 2.1179 | 1.3504 | 1.2538 | 1.1468 | 0.6222 | 1.7832 |
Largest Winning Trade | 191788 | 191788 | 28780 | 536484 | 536484 | 181536 |
Largest Losing Trade | -75953 | -75953 | -14960 | -613777 | -613777 | -104327 |
Avg Bars in Trades | 122 | 244 | 4 | 122 | 244 | 4 |
Avg Bars in Winners | 112 | 166 | 3 | 112 | 166 | 3 |
Avg Bars in Losers | 131 | 372 | 5 | 131 | 372 | 5 |
Bars Traded | 7236 | 7090 | 146 | 7236 | 7090 | 146 |
Profit Streak | 0 | 861.6814 | 0 | 0 | 861.6814 | 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 | -170300 | 490901 | -586658 | -760258 | -383473 | -585547 |
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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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