Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659247.7965 | 757708.6822 | -98460.8856 | -101595.2122 | 2428.045 | -104023.2572 |
Total P&L (%) | 659.2478 | 757.7087 | -98.4609 | -101.5952 | 2.428 | -104.0233 |
Avg Daily Profit (%) | 0.2765 | 0.3178 | -0.0413 | 0 | 0.001 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245586 | -108320 | -242051 | -132082 | -57595 | -151029 |
Profit Factor | 1.817 | 3.2576 | 0.7911 | 0.7329 | 1.0172 | 0.5652 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 11 | 18 | 38 | 23 | 15 |
Losing Trades | 36 | 22 | 14 | 27 | 10 | 17 |
Profitability (%) | 44.6154 | 33.3333 | 56.25 | 58.4615 | 69.697 | 46.875 |
Ratio Avg Win / Avg Loss | 2.2555 | 6.5151 | 0.6153 | 0.5207 | 0.4423 | 0.6406 |
Largest Winning Trade | 728629 | 728629 | 58770 | 97910 | 97910 | 32256 |
Largest Losing Trade | -106443 | -35643 | -106443 | -77064 | -43437 | -77064 |
Avg Bars in Trades | 69 | 58 | 80 | 69 | 58 | 80 |
Avg Bars in Winners | 101 | 105 | 99 | 60 | 53 | 71 |
Avg Bars in Losers | 42 | 34 | 56 | 81 | 69 | 88 |
Bars Traded | 4487 | 1914 | 2573 | 4487 | 1914 | 2573 |
Profit Streak | 0 | 0 | 0 | 85.8068 | 280.8068 | 85.8068 |
Trades During Streak | 0 | 0 | 0 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126233 | 315543 | -580000 | -714317 | -556562 | -581467 |
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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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