Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325651.0167 | 241382.8521 | 84268.1646 | -168413.2326 | 472635.9768 | -641049.2094 |
Total P&L (%) | 325.651 | 241.3829 | 84.2682 | -168.4132 | 472.636 | -641.0492 |
Avg Daily Profit (%) | 0.2291 | 0.1698 | 0.0593 | 0 | 0.1228 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241512 | -38681 | -203496 | -1350480 | -188077 | -1170528 |
Profit Factor | 2.0019 | 3.2971 | 1.3831 | 0.886 | 2.7024 | 0.4658 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 18 | 20 | 32 | 17 | 15 |
Losing Trades | 21 | 11 | 10 | 27 | 12 | 15 |
Profitability (%) | 64.4068 | 62.069 | 66.6667 | 54.2373 | 58.6207 | 50 |
Ratio Avg Win / Avg Loss | 1.1063 | 2.0149 | 0.6916 | 0.7476 | 1.9075 | 0.4658 |
Largest Winning Trade | 180721 | 180721 | 68377 | 606383 | 606383 | 287516 |
Largest Losing Trade | -107341 | -33830 | -107341 | -859895 | -106263 | -859895 |
Avg Bars in Trades | 47 | 34 | 60 | 47 | 34 | 60 |
Avg Bars in Winners | 50 | 36 | 62 | 45 | 27 | 65 |
Avg Bars in Losers | 43 | 31 | 56 | 50 | 45 | 55 |
Bars Traded | 2827 | 1006 | 1821 | 2827 | 1006 | 1821 |
Profit Streak | 22.808 | 0 | 73.808 | 0 | 64.308 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166522 | 546332 | -111352 | -759728 | -21830 | -580825 |
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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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