Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183956.0333 | 151153.2651 | 32802.7682 | -561368.3311 | 13327.5267 | -574695.8578 |
Total P&L (%) | 183.956 | 151.1533 | 32.8028 | -561.3683 | 13.3275 | -574.6959 |
Avg Daily Profit (%) | 0.1808 | 0.1486 | 0.0322 | 0 | 0.0123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159880 | -129786 | -57650 | -767391 | -356173 | -393036 |
Profit Factor | 1.3887 | 1.6853 | 1.1298 | 0.6471 | 1.0185 | 0.3405 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 19 | 26 | 21 | 15 | 6 |
Losing Trades | 21 | 14 | 7 | 45 | 18 | 27 |
Profitability (%) | 68.1818 | 57.5758 | 78.7879 | 31.8182 | 45.4545 | 18.1818 |
Ratio Avg Win / Avg Loss | 0.6481 | 1.2418 | 0.3042 | 1.3866 | 1.2222 | 1.5321 |
Largest Winning Trade | 68892 | 68892 | 28239 | 201326 | 201326 | 152437 |
Largest Losing Trade | -159880 | -57723 | -159880 | -182604 | -165233 | -182604 |
Avg Bars in Trades | 90 | 106 | 74 | 90 | 106 | 74 |
Avg Bars in Winners | 59 | 58 | 59 | 152 | 164 | 122 |
Avg Bars in Losers | 157 | 170 | 132 | 61 | 57 | 64 |
Bars Traded | 5971 | 3505 | 2466 | 5971 | 3505 | 2466 |
Profit Streak | 13.9949 | 0 | 284.6615 | 0 | 52.6615 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119129 | 300123 | -226921 | -714959 | -440033 | -637890 |
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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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