Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376265.738 | 301955.0931 | 74310.6449 | 450840.848 | 827323.8641 | -376483.0161 |
Total P&L (%) | 376.2657 | 301.9551 | 74.3106 | 450.8408 | 827.3239 | -376.483 |
Avg Daily Profit (%) | 0.3612 | 0.2899 | 0.0713 | 0.1639 | 0.214 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77290 | -36306 | -64778 | -967035 | -352179 | -774459 |
Profit Factor | 2.1368 | 3.0528 | 1.4041 | 1.2073 | 2.0188 | 0.7237 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 3.0074 | 5.3425 | 1.5913 | 1.6992 | 3.5329 | 0.8202 |
Largest Winning Trade | 221586 | 221586 | 47698 | 1001941 | 1001941 | 376232 |
Largest Losing Trade | -47733 | -15234 | -47733 | -537817 | -141757 | -537817 |
Avg Bars in Trades | 374 | 313 | 438 | 374 | 313 | 438 |
Avg Bars in Winners | 662 | 593 | 718 | 662 | 593 | 718 |
Avg Bars in Losers | 169 | 153 | 190 | 169 | 153 | 190 |
Bars Traded | 24353 | 10332 | 14021 | 24353 | 10332 | 14021 |
Profit Streak | 0 | 0 | 52.8517 | 0 | 0 | 52.8517 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126504 | 320163 | -96542 | -131626 | 239988 | -581462 |
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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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