Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332609.0539 | 425111.47 | -92502.4161 | -106753.422 | -113859.9673 | 7106.5452 |
Total P&L (%) | 332.6091 | 425.1115 | -92.5024 | -106.7534 | -113.86 | 7.1065 |
Avg Daily Profit (%) | 0.1399 | 0.1788 | -0.0389 | 0 | 0 | 0.0029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169173 | -80121 | -264901 | -299071 | -127974 | -195217 |
Profit Factor | 1.4161 | 2.3794 | 0.8117 | 0.8265 | 0.6474 | 1.0243 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 20 | 19 | 28 | 14 | 14 |
Losing Trades | 28 | 14 | 14 | 39 | 20 | 19 |
Profitability (%) | 58.209 | 58.8235 | 57.5758 | 41.791 | 41.1765 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.0167 | 1.6656 | 0.5981 | 1.1511 | 0.9249 | 1.3901 |
Largest Winning Trade | 126149 | 126149 | 89769 | 117322 | 83672 | 117322 |
Largest Losing Trade | -118499 | -53908 | -118499 | -164831 | -42851 | -164831 |
Avg Bars in Trades | 102 | 60 | 145 | 102 | 60 | 145 |
Avg Bars in Winners | 108 | 36 | 183 | 109 | 88 | 129 |
Avg Bars in Losers | 93 | 93 | 92 | 96 | 40 | 156 |
Bars Traded | 6837 | 2052 | 4785 | 6837 | 2052 | 4785 |
Profit Streak | 0 | 0 | 0 | 134.7573 | 294.0907 | 134.7573 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125403 | 471561 | -579820 | -702230 | -582878 | -550910 |
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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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