Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850418.0296 | 890915.0417 | -40497.0121 | -79464.4289 | -87373.7269 | 7909.298 |
Total P&L (%) | 850.418 | 890.915 | -40.497 | -79.4644 | -87.3737 | 7.9093 |
Avg Daily Profit (%) | 0.3581 | 0.3751 | -0.0171 | -0.0666 | -0.0871 | 0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183486 | -146761 | -81148 | -352124 | -340069 | -22777 |
Profit Factor | 2.1718 | 2.6159 | 0.7678 | 0.872 | 0.8468 | 1.1563 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.8261 | 47.0588 | 48.5714 | 47.8261 | 47.0588 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.3693 | 2.9429 | 0.8129 | 0.9513 | 0.9526 | 1.2243 |
Largest Winning Trade | 500237 | 500237 | 31155 | 252388 | 252388 | 12598 |
Largest Losing Trade | -84122 | -84122 | -24849 | -311108 | -311108 | -10588 |
Avg Bars in Trades | 187 | 361 | 17 | 187 | 361 | 17 |
Avg Bars in Winners | 106 | 200 | 17 | 106 | 200 | 17 |
Avg Bars in Losers | 261 | 505 | 17 | 261 | 505 | 17 |
Bars Traded | 12911 | 12301 | 610 | 12911 | 12301 | 610 |
Profit Streak | 149.8428 | 0 | 307.3428 | 149.8428 | 0 | 307.3428 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93028 | 481054 | -580477 | -687326 | -581939 | -402649 |
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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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