Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088425.036 | 1087145.9606 | 1279.0754 | -110221.8273 | -17432.6555 | -92789.1718 |
Total P&L (%) | 1088.425 | 1087.146 | 1.2791 | -110.2218 | -17.4327 | -92.7892 |
Avg Daily Profit (%) | 0.4629 | 0.4623 | 0.0005 | 0 | -0.0081 | -0.1118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218141 | -135453 | -212741 | -139745 | -44946 | -94583 |
Profit Factor | 2.5174 | 3.9287 | 1.0037 | 0.4921 | 0.8169 | 0.2385 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 11 | 15 | 38 | 21 | 17 |
Losing Trades | 42 | 23 | 19 | 30 | 13 | 17 |
Profitability (%) | 38.2353 | 32.3529 | 44.1176 | 55.8824 | 61.7647 | 50 |
Ratio Avg Win / Avg Loss | 4.0665 | 8.2145 | 1.2713 | 0.3885 | 0.5057 | 0.2385 |
Largest Winning Trade | 1057159 | 1057159 | 57788 | 18426 | 18426 | 6180 |
Largest Losing Trade | -102533 | -31165 | -102533 | -50589 | -26513 | -50589 |
Avg Bars in Trades | 130 | 133 | 127 | 130 | 133 | 127 |
Avg Bars in Winners | 202 | 206 | 200 | 83 | 96 | 67 |
Avg Bars in Losers | 85 | 98 | 69 | 189 | 192 | 187 |
Bars Traded | 8859 | 4531 | 4328 | 8859 | 4531 | 4328 |
Profit Streak | 51.2103 | 0 | 77.2103 | 0 | 279.7103 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102705 | 374728 | -576067 | -693515 | -577899 | -580795 |
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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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