Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538960.9563 | 632899.3015 | -93938.3452 | -110712.9003 | -47585.1733 | -63127.7271 |
Total P&L (%) | 538.961 | 632.8993 | -93.9383 | -110.7129 | -47.5852 | -63.1277 |
Avg Daily Profit (%) | 0.229 | 0.2689 | -0.0399 | 0 | -0.0274 | -0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -277684 | -150635 | -244621 | -193229 | -68679 | -122884 |
Profit Factor | 1.7402 | 2.9842 | 0.7704 | 0.61 | 0.5992 | 0.6178 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 14 | 13 | 36 | 17 | 19 |
Losing Trades | 41 | 20 | 21 | 32 | 17 | 15 |
Profitability (%) | 39.7059 | 41.1765 | 38.2353 | 52.9412 | 50 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.6425 | 4.2631 | 1.2445 | 0.5422 | 0.5992 | 0.4877 |
Largest Winning Trade | 799859 | 799859 | 57116 | 42529 | 19302 | 42529 |
Largest Losing Trade | -120347 | -38072 | -120347 | -54248 | -33648 | -54248 |
Avg Bars in Trades | 100 | 102 | 98 | 100 | 102 | 98 |
Avg Bars in Winners | 149 | 130 | 171 | 65 | 76 | 55 |
Avg Bars in Losers | 67 | 83 | 53 | 139 | 128 | 152 |
Bars Traded | 6828 | 3485 | 3343 | 6828 | 3485 | 3343 |
Profit Streak | 0 | 0 | 70.3585 | 11.6919 | 254.6919 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106196 | 391580 | -583145 | -693267 | -579443 | -580032 |
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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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