Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251769.1794 | 364342.0131 | -112572.8338 | -111654.9999 | -60356.7613 | -51298.2386 |
Total P&L (%) | 251.7692 | 364.342 | -112.5728 | -111.655 | -60.3568 | -51.2982 |
Avg Daily Profit (%) | 0.1042 | 0.1508 | -0.0466 | 0 | -0.0383 | -0.0298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232339 | -104377 | -198181 | -150379 | -106697 | -67642 |
Profit Factor | 1.3863 | 2.3256 | 0.7013 | 0.5524 | 0.5019 | 0.6001 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 14 | 14 | 33 | 18 | 15 |
Losing Trades | 39 | 20 | 19 | 34 | 16 | 18 |
Profitability (%) | 41.791 | 41.1765 | 42.4242 | 49.2537 | 52.9412 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9309 | 3.3224 | 0.9518 | 0.5691 | 0.4461 | 0.7201 |
Largest Winning Trade | 462456 | 462456 | 64567 | 34703 | 19887 | 34703 |
Largest Losing Trade | -124743 | -47322 | -124743 | -34070 | -34070 | -29944 |
Avg Bars in Trades | 103 | 79 | 128 | 103 | 79 | 128 |
Avg Bars in Winners | 175 | 121 | 230 | 56 | 45 | 70 |
Avg Bars in Losers | 52 | 50 | 54 | 149 | 118 | 177 |
Bars Traded | 6963 | 2708 | 4255 | 6963 | 2708 | 4255 |
Profit Streak | 9.8782 | 9.8782 | 12.5449 | 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 | -175485 | 318416 | -583133 | -702068 | -580413 | -582570 |
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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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