Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228536.4596 | -16958.5509 | 245495.0105 | 152793.0144 | -397889.3523 | 550682.3668 |
Total P&L (%) | 228.5365 | -16.9586 | 245.495 | 152.793 | -397.8894 | 550.6824 |
Avg Daily Profit (%) | 0.1484 | -0.011 | 0.1594 | 0.0602 | 0 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157303 | -108528 | -56560 | -1065671 | -679215 | -463589 |
Profit Factor | 1.6301 | 0.9277 | 2.9159 | 1.0734 | 0.6739 | 1.64 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 63.7681 | 60 | 67.6471 | 63.7681 | 60 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.9262 | 0.6185 | 1.3945 | 0.6099 | 0.4493 | 0.7844 |
Largest Winning Trade | 47395 | 26778 | 47395 | 187366 | 177574 | 187366 |
Largest Losing Trade | -58120 | -58120 | -40113 | -318869 | -267794 | -318869 |
Avg Bars in Trades | 59 | 39 | 81 | 59 | 39 | 81 |
Avg Bars in Winners | 39 | 19 | 58 | 39 | 19 | 58 |
Avg Bars in Losers | 95 | 68 | 129 | 95 | 68 | 129 |
Bars Traded | 4138 | 1378 | 2760 | 4138 | 1378 | 2760 |
Profit Streak | 0 | 0 | 286.2962 | 0 | 0 | 286.2962 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98846 | -579491 | 552587 | -358114 | -579491 | -26192 |
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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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