Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510067.0639 | 532483.583 | -22416.5191 | -159028.9803 | 741.225 | -159770.2053 |
Total P&L (%) | 510.0671 | 532.4836 | -22.4165 | -159.029 | 0.7412 | -159.7702 |
Avg Daily Profit (%) | 0.2165 | 0.226 | -0.0095 | 0 | 0.0003 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235503 | -142140 | -161038 | -649585 | -376386 | -314634 |
Profit Factor | 1.6935 | 2.5706 | 0.9435 | 0.8813 | 1.0012 | 0.778 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 14 | 13 | 37 | 18 | 19 |
Losing Trades | 42 | 20 | 22 | 32 | 16 | 16 |
Profitability (%) | 39.1304 | 41.1765 | 37.1429 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.6344 | 3.6722 | 1.5966 | 0.7622 | 0.89 | 0.6551 |
Largest Winning Trade | 494290 | 494290 | 60559 | 160604 | 160604 | 112777 |
Largest Losing Trade | -122353 | -51030 | -122353 | -286874 | -286874 | -153012 |
Avg Bars in Trades | 66 | 75 | 57 | 66 | 75 | 57 |
Avg Bars in Winners | 100 | 111 | 88 | 46 | 43 | 48 |
Avg Bars in Losers | 43 | 49 | 38 | 89 | 111 | 67 |
Bars Traded | 4558 | 2551 | 2007 | 4558 | 2551 | 2007 |
Profit Streak | 0 | 0 | 0 | 159.1945 | 269.1945 | 159.1945 |
Trades During Streak | 0 | 0 | 0 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99117 | 349660 | -583009 | -684808 | -577308 | -578849 |
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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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