Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689543.6655 | 521599.1095 | 167944.556 | -3409957.3791 | -1306173.7962 | -2103783.5829 |
Total P&L (%) | 689.5437 | 521.5991 | 167.9446 | -3409.9574 | -1306.1738 | -2103.7836 |
Avg Daily Profit (%) | 0.4654 | 0.352 | 0.1133 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196684 | -150059 | -155436 | -3951765 | -1730332 | -2499836 |
Profit Factor | 2.4613 | 2.9782 | 1.8066 | 0.4892 | 0.6321 | 0.3269 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 14 | 21 | 25 | 12 | 13 |
Losing Trades | 23 | 15 | 8 | 33 | 17 | 16 |
Profitability (%) | 60.3448 | 48.2759 | 72.4138 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.6174 | 3.191 | 0.6882 | 0.6457 | 0.8954 | 0.4023 |
Largest Winning Trade | 424158 | 424158 | 55866 | 676006 | 676006 | 274179 |
Largest Losing Trade | -155436 | -39573 | -155436 | -764926 | -764926 | -427997 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 86 | 91 | 83 | 65 | 71 | 60 |
Avg Bars in Losers | 52 | 58 | 42 | 79 | 76 | 81 |
Bars Traded | 4257 | 2154 | 2103 | 4257 | 2154 | 2103 |
Profit Streak | 119.7016 | 119.7016 | 155.3683 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161740 | 549286 | -36823 | -762959 | -584185 | -582844 |
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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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