Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365186.9087 | 716568.5203 | -351381.6116 | -100069.2394 | -29701.4746 | -70367.7648 |
Total P&L (%) | 365.1869 | 716.5685 | -351.3816 | -100.0692 | -29.7015 | -70.3678 |
Avg Daily Profit (%) | 0.1582 | 0.3105 | -0.1523 | 0 | -0.0153 | -0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -378802 | -202819 | -347980 | -99054 | -48907 | -67423 |
Profit Factor | 1.3789 | 2.7332 | 0.3617 | 0.5074 | 0.6958 | 0.333 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 28 | 14 | 14 |
Losing Trades | 36 | 19 | 17 | 31 | 16 | 15 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 47.4576 | 46.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.1582 | 4.7209 | 0.5123 | 0.5617 | 0.7952 | 0.3568 |
Largest Winning Trade | 874870 | 874870 | 70346 | 45835 | 45835 | 12135 |
Largest Losing Trade | -114895 | -60225 | -114895 | -45200 | -45200 | -23172 |
Avg Bars in Trades | 141 | 114 | 169 | 141 | 114 | 169 |
Avg Bars in Winners | 211 | 175 | 244 | 193 | 179 | 206 |
Avg Bars in Losers | 96 | 78 | 117 | 94 | 56 | 136 |
Bars Traded | 8347 | 3420 | 4927 | 8347 | 3420 | 4927 |
Profit Streak | 0 | 0 | 0 | 26.2947 | 26.2947 | 124.7947 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175120 | 322727 | -584185 | -760248 | -581580 | -580544 |
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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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