Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262209.5901 | 316466.0559 | -54256.4658 | -555505.6626 | 205984.111 | -761489.7736 |
Total P&L (%) | 262.2096 | 316.4661 | -54.2565 | -555.5057 | 205.9841 | -761.4898 |
Avg Daily Profit (%) | 0.1327 | 0.1602 | -0.0275 | 0 | 0.0566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224539 | -39639 | -291335 | -1192422 | -237611 | -1173698 |
Profit Factor | 1.4909 | 4.1553 | 0.875 | 0.712 | 1.411 | 0.4665 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 19 | 14 | 32 | 20 | 12 |
Losing Trades | 32 | 14 | 18 | 33 | 13 | 20 |
Profitability (%) | 50.7692 | 57.5758 | 43.75 | 49.2308 | 60.6061 | 37.5 |
Ratio Avg Win / Avg Loss | 1.4457 | 3.0618 | 1.1249 | 0.7342 | 0.9171 | 0.7775 |
Largest Winning Trade | 88206 | 88206 | 80461 | 187483 | 144479 | 187483 |
Largest Losing Trade | -151235 | -17542 | -151235 | -290891 | -118424 | -290891 |
Avg Bars in Trades | 168 | 73 | 265 | 168 | 73 | 265 |
Avg Bars in Winners | 262 | 104 | 478 | 130 | 65 | 239 |
Avg Bars in Losers | 70 | 32 | 100 | 204 | 86 | 281 |
Bars Traded | 10941 | 2433 | 8508 | 10941 | 2433 | 8508 |
Profit Streak | 628.8741 | 628.8741 | 641.5408 | 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 | -149568 | 575870 | -580991 | -717076 | -116876 | -585671 |
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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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