Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467635.6164 | 390057.8412 | 77577.7752 | -1939082.5173 | -901978.8514 | -1037103.6659 |
Total P&L (%) | 467.6356 | 390.0578 | 77.5778 | -1939.0825 | -901.9789 | -1037.1037 |
Avg Daily Profit (%) | 0.25 | 0.2085 | 0.0415 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173173 | -121813 | -165019 | -3055837 | -1883870 | -1541167 |
Profit Factor | 1.7397 | 2.1256 | 1.2715 | 0.6791 | 0.7446 | 0.5869 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 48 | 24 | 24 | 40 | 19 | 21 |
Losing Trades | 23 | 11 | 12 | 31 | 16 | 15 |
Profitability (%) | 67.6056 | 68.5714 | 66.6667 | 56.338 | 54.2857 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.8336 | 0.9742 | 0.6358 | 0.5263 | 0.627 | 0.4192 |
Largest Winning Trade | 78719 | 78719 | 29021 | 519693 | 519693 | 436239 |
Largest Losing Trade | -165019 | -63730 | -165019 | -1098367 | -660326 | -1098367 |
Avg Bars in Trades | 148 | 199 | 99 | 148 | 199 | 99 |
Avg Bars in Winners | 89 | 113 | 64 | 115 | 150 | 84 |
Avg Bars in Losers | 273 | 387 | 168 | 191 | 257 | 120 |
Bars Traded | 10572 | 6990 | 3582 | 10572 | 6990 | 3582 |
Profit Streak | 70.8252 | 96.8252 | 70.8252 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79181 | 428984 | -136547 | -670956 | -580232 | -579699 |
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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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