Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419290.0697 | 519473.1599 | -100183.0901 | -104974.9874 | 5018.179 | -109993.1664 |
Total P&L (%) | 419.2901 | 519.4732 | -100.1831 | -104.975 | 5.0182 | -109.9932 |
Avg Daily Profit (%) | 0.1765 | 0.2186 | -0.0422 | 0 | 0.0021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284545 | -153622 | -233633 | -160101 | -67751 | -161184 |
Profit Factor | 1.6341 | 2.6497 | 0.7107 | 0.7086 | 1.0385 | 0.5215 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 17 | 12 |
Losing Trades | 32 | 17 | 15 | 32 | 13 | 19 |
Profitability (%) | 47.541 | 43.3333 | 51.6129 | 47.541 | 56.6667 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.8032 | 3.4649 | 0.6663 | 0.782 | 0.7941 | 0.8258 |
Largest Winning Trade | 538142 | 538142 | 44767 | 63309 | 63309 | 44767 |
Largest Losing Trade | -110644 | -64573 | -110644 | -127628 | -55803 | -127628 |
Avg Bars in Trades | 71 | 97 | 46 | 71 | 97 | 46 |
Avg Bars in Winners | 92 | 141 | 52 | 85 | 105 | 56 |
Avg Bars in Losers | 53 | 64 | 40 | 59 | 87 | 40 |
Bars Traded | 4385 | 2931 | 1454 | 4385 | 2931 | 1454 |
Profit Streak | 0 | 0 | 0 | 63.3817 | 192.3817 | 63.3817 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156442 | 381991 | -580608 | -746760 | -533529 | -584649 |
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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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