Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359869.6138 | 361058.3678 | -1188.754 | -53895.3948 | 428741.866 | -482637.2607 |
Total P&L (%) | 359.8696 | 361.0584 | -1.1888 | -53.8954 | 428.7419 | -482.6373 |
Avg Daily Profit (%) | 0.1884 | 0.189 | -0.0006 | -0.0405 | 0.0872 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93745 | -125014 | -110104 | -884343 | -752238 | -556685 |
Profit Factor | 1.5956 | 2.3127 | 0.9964 | 0.9786 | 1.3851 | 0.6577 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 42.1875 | 46.875 | 37.5 | 42.1875 | 46.875 | 37.5 |
Ratio Avg Win / Avg Loss | 2.1865 | 2.6211 | 1.6606 | 1.3411 | 1.5697 | 1.0962 |
Largest Winning Trade | 275565 | 275565 | 69142 | 486127 | 486127 | 217093 |
Largest Losing Trade | -87016 | -33203 | -87016 | -454398 | -192089 | -454398 |
Avg Bars in Trades | 173 | 145 | 202 | 173 | 145 | 202 |
Avg Bars in Winners | 274 | 201 | 365 | 274 | 201 | 365 |
Avg Bars in Losers | 100 | 96 | 104 | 100 | 96 | 104 |
Bars Traded | 11134 | 4655 | 6479 | 11134 | 4655 | 6479 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136292 | 384589 | -582893 | -725927 | -76065 | -584004 |
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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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