Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335224.5071 | 314818.2073 | 20406.2998 | -289912.1747 | 956674.8412 | -1246587.0159 |
Total P&L (%) | 335.2245 | 314.8182 | 20.4063 | -289.9122 | 956.6748 | -1246.587 |
Avg Daily Profit (%) | 0.1781 | 0.1672 | 0.0108 | 0 | 0.1253 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238157 | -101338 | -170714 | -1848414 | -450214 | -1828116 |
Profit Factor | 1.515 | 2.0224 | 1.0595 | 0.9052 | 1.962 | 0.3958 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 16 | 22 | 32 | 20 | 12 |
Losing Trades | 26 | 16 | 10 | 32 | 12 | 20 |
Profitability (%) | 59.375 | 50 | 68.75 | 50 | 62.5 | 37.5 |
Ratio Avg Win / Avg Loss | 1.0366 | 2.0224 | 0.4816 | 0.9052 | 1.1772 | 0.6596 |
Largest Winning Trade | 97425 | 97425 | 42860 | 366505 | 366505 | 333506 |
Largest Losing Trade | -138412 | -59364 | -138412 | -899604 | -450214 | -899604 |
Avg Bars in Trades | 111 | 177 | 45 | 111 | 177 | 45 |
Avg Bars in Winners | 70 | 121 | 33 | 160 | 221 | 59 |
Avg Bars in Losers | 171 | 233 | 72 | 62 | 104 | 36 |
Bars Traded | 7138 | 5689 | 1449 | 7138 | 5689 | 1449 |
Profit Streak | 0 | 0 | 0 | 144.6023 | 158.6023 | 144.6023 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133453 | 401466 | -339314 | -723315 | -20535 | -585099 |
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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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