Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233923.8951 | 333742.2694 | -99818.3743 | -103679.9182 | 12267.7918 | -115947.71 |
Total P&L (%) | 233.9239 | 333.7423 | -99.8184 | -103.6799 | 12.2678 | -115.9477 |
Avg Daily Profit (%) | 0.1318 | 0.188 | -0.0562 | 0 | 0.0065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138098 | -98334 | -123138 | -116058 | -27902 | -88310 |
Profit Factor | 1.3274 | 2.2794 | 0.78 | 0.5246 | 1.2334 | 0.2995 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 14 | 15 | 35 | 19 | 16 |
Losing Trades | 36 | 18 | 18 | 30 | 13 | 17 |
Profitability (%) | 44.6154 | 43.75 | 45.4545 | 53.8462 | 59.375 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.6478 | 2.9306 | 0.936 | 0.4497 | 0.8439 | 0.3183 |
Largest Winning Trade | 300342 | 300342 | 65419 | 25293 | 25293 | 14009 |
Largest Losing Trade | -107726 | -48842 | -107726 | -80816 | -27902 | -80816 |
Avg Bars in Trades | 158 | 178 | 138 | 158 | 178 | 138 |
Avg Bars in Winners | 201 | 211 | 192 | 129 | 158 | 95 |
Avg Bars in Losers | 123 | 153 | 94 | 192 | 207 | 180 |
Bars Traded | 10299 | 5717 | 4582 | 10299 | 5717 | 4582 |
Profit Streak | 0 | 0 | 0 | 56.927 | 56.927 | 85.927 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154098 | 338226 | -582570 | -714879 | -279584 | -580431 |
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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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