Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342776.7541 | 402369.2219 | -59592.4678 | -142867.359 | -83101.1232 | -59766.2358 |
Total P&L (%) | 342.7768 | 402.3692 | -59.5925 | -142.8674 | -83.1011 | -59.7662 |
Avg Daily Profit (%) | 0.1422 | 0.167 | -0.0247 | 0 | -0.0737 | -0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213979 | -50185 | -262780 | -265294 | -93176 | -186691 |
Profit Factor | 1.5519 | 3.1807 | 0.8635 | 0.6752 | 0.4925 | 0.7836 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 17 | 20 | 27 | 14 | 13 |
Losing Trades | 27 | 15 | 12 | 37 | 18 | 19 |
Profitability (%) | 57.8125 | 53.125 | 62.5 | 42.1875 | 43.75 | 40.625 |
Ratio Avg Win / Avg Loss | 1.1325 | 2.8065 | 0.5181 | 0.9253 | 0.6332 | 1.1453 |
Largest Winning Trade | 297639 | 297639 | 70115 | 79015 | 13048 | 79015 |
Largest Losing Trade | -139183 | -35627 | -139183 | -107967 | -43857 | -107967 |
Avg Bars in Trades | 71 | 48 | 95 | 71 | 48 | 95 |
Avg Bars in Winners | 82 | 58 | 102 | 59 | 33 | 86 |
Avg Bars in Losers | 57 | 36 | 83 | 81 | 59 | 101 |
Bars Traded | 4604 | 1551 | 3053 | 4604 | 1551 | 3053 |
Profit Streak | 0 | 0 | 0 | 25.29 | 32.29 | 25.29 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144028 | 496447 | -579190 | -726570 | -582700 | -582246 |
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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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