Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329536.5219 | 504452.1163 | -174915.5944 | -100144.4752 | 840426.1973 | -940570.6724 |
Total P&L (%) | 329.5365 | 504.4521 | -174.9156 | -100.1445 | 840.4262 | -940.5707 |
Avg Daily Profit (%) | 0.1418 | 0.217 | -0.0752 | 0 | 0.0965 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -394695 | -179670 | -315823 | -1300514 | -228144 | -1234493 |
Profit Factor | 1.308 | 2.1655 | 0.7254 | 0.9504 | 2.5842 | 0.3687 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 14 | 16 | 38 | 22 | 16 |
Losing Trades | 35 | 18 | 17 | 27 | 10 | 17 |
Profitability (%) | 46.1538 | 43.75 | 48.4848 | 58.4615 | 68.75 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.526 | 2.7842 | 0.7707 | 0.6753 | 1.1746 | 0.3918 |
Largest Winning Trade | 261569 | 261569 | 64037 | 664580 | 664580 | 199266 |
Largest Losing Trade | -138533 | -62983 | -138533 | -1064573 | -159543 | -1064573 |
Avg Bars in Trades | 139 | 91 | 185 | 139 | 91 | 185 |
Avg Bars in Winners | 152 | 70 | 224 | 130 | 93 | 181 |
Avg Bars in Losers | 127 | 107 | 148 | 150 | 85 | 189 |
Bars Traded | 9041 | 2914 | 6127 | 9041 | 2914 | 6127 |
Profit Streak | 50.4627 | 0 | 73.7127 | 0 | 470.7127 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139769 | 354224 | -580834 | -715680 | -56200 | -581392 |
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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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