Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467257.0425 | 493239.4844 | -25982.4419 | -262062.5495 | 831306.559 | -1093369.1086 |
Total P&L (%) | 467.257 | 493.2395 | -25.9824 | -262.0626 | 831.3066 | -1093.3691 |
Avg Daily Profit (%) | 0.1939 | 0.2047 | -0.0108 | 0 | 0.0926 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239166 | -155029 | -212088 | -1022532 | -308657 | -1262353 |
Profit Factor | 1.711 | 2.8389 | 0.9332 | 0.8866 | 2.2963 | 0.3453 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 12 | 15 | 29 | 14 | 15 |
Losing Trades | 37 | 20 | 17 | 35 | 18 | 17 |
Profitability (%) | 42.1875 | 37.5 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3448 | 4.7315 | 1.0576 | 1.0701 | 2.9524 | 0.3914 |
Largest Winning Trade | 394060 | 394060 | 66043 | 544043 | 544043 | 174953 |
Largest Losing Trade | -143546 | -32709 | -143546 | -550076 | -186956 | -550076 |
Avg Bars in Trades | 71 | 59 | 84 | 71 | 59 | 84 |
Avg Bars in Winners | 102 | 75 | 124 | 75 | 69 | 80 |
Avg Bars in Losers | 49 | 50 | 48 | 69 | 51 | 87 |
Bars Traded | 4606 | 1907 | 2699 | 4606 | 1907 | 2699 |
Profit Streak | 0 | 39.3573 | 0 | 8.8573 | 0 | 11.3573 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136004 | 346156 | -580358 | -724042 | -66969 | -581391 |
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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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