Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475233.6857 | 457269.7403 | 17963.9454 | -137192.0542 | 138385.1312 | -275577.1854 |
Total P&L (%) | 475.2337 | 457.2697 | 17.9639 | -137.1921 | 138.3851 | -275.5772 |
Avg Daily Profit (%) | 0.2439 | 0.2347 | 0.0092 | 0 | 0.0446 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141467 | -83969 | -132888 | -370219 | -75104 | -339996 |
Profit Factor | 1.7504 | 2.4339 | 1.0571 | 0.795 | 1.631 | 0.3876 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 13 | 16 | 36 | 20 | 16 |
Losing Trades | 37 | 20 | 17 | 30 | 13 | 17 |
Profitability (%) | 43.9394 | 39.3939 | 48.4848 | 54.5455 | 60.6061 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.2332 | 3.7444 | 1.1232 | 0.6625 | 1.0602 | 0.4118 |
Largest Winning Trade | 354463 | 354463 | 49464 | 72696 | 72696 | 28147 |
Largest Losing Trade | -106372 | -30928 | -106372 | -190587 | -54760 | -190587 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 129 | 124 | 134 | 55 | 56 | 53 |
Avg Bars in Losers | 50 | 53 | 46 | 121 | 118 | 123 |
Bars Traded | 5623 | 2676 | 2947 | 5623 | 2676 | 2947 |
Profit Streak | 0 | 0 | 0 | 66.8604 | 66.8604 | 92.1938 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119819 | 302608 | -347054 | -707252 | -129044 | -580432 |
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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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