Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563390.4448 | 704690.2622 | -141299.8174 | -103108.9055 | 255619.3671 | -358728.2726 |
Total P&L (%) | 563.3904 | 704.6903 | -141.2998 | -103.1089 | 255.6194 | -358.7283 |
Avg Daily Profit (%) | 0.3045 | 0.3809 | -0.0764 | 0 | 0.0686 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306916 | -212017 | -177726 | -523351 | -213115 | -310725 |
Profit Factor | 1.7292 | 3.3135 | 0.6981 | 0.8584 | 2.0882 | 0.2731 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 11 | 19 | 36 | 15 | 21 |
Losing Trades | 37 | 22 | 15 | 31 | 18 | 13 |
Profitability (%) | 44.7761 | 33.3333 | 55.8824 | 53.7313 | 45.4545 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.1327 | 6.627 | 0.5511 | 0.7392 | 2.5059 | 0.1691 |
Largest Winning Trade | 910222 | 910222 | 47300 | 466479 | 466479 | 55921 |
Largest Losing Trade | -125424 | -36202 | -125424 | -223192 | -95713 | -223192 |
Avg Bars in Trades | 81 | 65 | 96 | 81 | 65 | 96 |
Avg Bars in Winners | 113 | 104 | 119 | 96 | 91 | 100 |
Avg Bars in Losers | 54 | 45 | 67 | 62 | 43 | 89 |
Bars Traded | 5430 | 2152 | 3278 | 5430 | 2152 | 3278 |
Profit Streak | 21.7832 | 25.7832 | 21.7832 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110052 | 358379 | -579483 | -701294 | -99160 | -579270 |
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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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