Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367420.0284 | 396504.8317 | -29084.8033 | -35837.2446 | 47972.4965 | -83809.741 |
Total P&L (%) | 367.42 | 396.5048 | -29.0848 | -35.8372 | 47.9725 | -83.8097 |
Avg Daily Profit (%) | 0.1915 | 0.2067 | -0.0152 | -0.0231 | 0.0204 | -0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155779 | -119321 | -98961 | -593555 | -454257 | -223358 |
Profit Factor | 1.5703 | 2.6494 | 0.928 | 0.9783 | 1.0701 | 0.9134 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.8508 | 3.4646 | 0.9898 | 1.153 | 1.3994 | 0.9743 |
Largest Winning Trade | 241441 | 241441 | 61199 | 253109 | 253109 | 154958 |
Largest Losing Trade | -64613 | -30785 | -64613 | -203108 | -122247 | -203108 |
Avg Bars in Trades | 182 | 170 | 194 | 182 | 170 | 194 |
Avg Bars in Winners | 228 | 212 | 241 | 228 | 212 | 241 |
Avg Bars in Losers | 143 | 138 | 150 | 143 | 138 | 150 |
Bars Traded | 11139 | 5110 | 6029 | 11139 | 5110 | 6029 |
Profit Streak | 0 | 56.1587 | 0 | 0 | 56.1587 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157197 | 383518 | -581445 | -746704 | -312574 | -581445 |
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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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