Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342955.3737 | 407498.0425 | -64542.6688 | -57164.7075 | 110880.1907 | -168044.8982 |
Total P&L (%) | 342.9554 | 407.498 | -64.5427 | -57.1647 | 110.8802 | -168.0449 |
Avg Daily Profit (%) | 0.1837 | 0.2183 | -0.0346 | -0.0454 | 0.04 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252218 | -119831 | -215047 | -214368 | -64201 | -159292 |
Profit Factor | 1.5475 | 2.3653 | 0.8032 | 0.7911 | 2.3226 | 0.1148 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 34.4262 | 38.7097 | 30 | 34.4262 | 38.7097 | 30 |
Ratio Avg Win / Avg Loss | 2.9476 | 3.745 | 1.8741 | 1.5069 | 3.6775 | 0.2679 |
Largest Winning Trade | 273740 | 273740 | 53132 | 141768 | 141768 | 8819 |
Largest Losing Trade | -62993 | -52519 | -62993 | -77478 | -47383 | -77478 |
Avg Bars in Trades | 170 | 153 | 189 | 170 | 153 | 189 |
Avg Bars in Winners | 292 | 249 | 349 | 292 | 249 | 349 |
Avg Bars in Losers | 106 | 92 | 120 | 106 | 92 | 120 |
Bars Traded | 10420 | 4743 | 5677 | 10420 | 4743 | 5677 |
Profit Streak | 74.1191 | 354.7858 | 0 | 74.1191 | 354.7858 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161586 | 331023 | -585825 | -749776 | -138161 | -588603 |
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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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