Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489156.4196 | 470320.7611 | 18835.6585 | -526475.6728 | 203951.1765 | -730426.8493 |
Total P&L (%) | 489.1564 | 470.3208 | 18.8357 | -526.4757 | 203.9512 | -730.4268 |
Avg Daily Profit (%) | 0.3064 | 0.2946 | 0.0118 | 0 | 0.0697 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235173 | -103342 | -50111 | -820848 | -356968 | -402684 |
Profit Factor | 1.7474 | 2.3815 | 1.06 | 0.6952 | 1.2796 | 0.2679 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 14 | 24 | 33 | 23 | 10 |
Losing Trades | 33 | 22 | 11 | 38 | 13 | 25 |
Profitability (%) | 53.5211 | 38.8889 | 68.5714 | 46.4789 | 63.8889 | 28.5714 |
Ratio Avg Win / Avg Loss | 1.5175 | 3.7424 | 0.4858 | 0.8005 | 0.7233 | 0.6698 |
Largest Winning Trade | 347686 | 347686 | 42923 | 208661 | 208661 | 70501 |
Largest Losing Trade | -156613 | -44630 | -156613 | -384936 | -262783 | -384936 |
Avg Bars in Trades | 65 | 74 | 55 | 65 | 74 | 55 |
Avg Bars in Winners | 77 | 99 | 64 | 55 | 62 | 38 |
Avg Bars in Losers | 51 | 58 | 36 | 73 | 94 | 62 |
Bars Traded | 4625 | 2673 | 1952 | 4625 | 2673 | 1952 |
Profit Streak | 0 | 0 | 322.7289 | 18.7289 | 62.0623 | 0 |
Trades During Streak | 0 | 0 | 6 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78700 | 311138 | -337158 | -672863 | -99289 | -594861 |
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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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