Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112638.273 | 360858.2882 | -248220.0151 | -99997.3845 | -12668.9389 | -87328.4455 |
Total P&L (%) | 112.6383 | 360.8583 | -248.22 | -99.9974 | -12.6689 | -87.3284 |
Avg Daily Profit (%) | 0.0474 | 0.1519 | -0.1045 | -0.4431 | -0.0057 | -0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -347333 | -174775 | -255556 | -31302 | -29425 | -6106 |
Profit Factor | 1.1074 | 1.8073 | 0.5875 | 0.3904 | 0.6831 | 0.296 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 42 | 19 | 23 | 34 | 17 | 17 |
Losing Trades | 32 | 18 | 14 | 40 | 20 | 20 |
Profitability (%) | 56.7568 | 51.3514 | 62.1622 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.8437 | 1.7122 | 0.3576 | 0.4593 | 0.8037 | 0.3483 |
Largest Winning Trade | 289576 | 289576 | 60532 | 23199 | 5410 | 23199 |
Largest Losing Trade | -108714 | -58140 | -108714 | -108714 | -15354 | -108714 |
Avg Bars in Trades | 62 | 46 | 78 | 62 | 46 | 78 |
Avg Bars in Winners | 58 | 38 | 75 | 73 | 46 | 100 |
Avg Bars in Losers | 67 | 54 | 83 | 52 | 46 | 59 |
Bars Traded | 4626 | 1720 | 2906 | 4626 | 1720 | 2906 |
Profit Streak | 104.9366 | 104.9366 | 287.4366 | 104.9366 | 104.9366 | 287.4366 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299876 | 423965 | -577847 | -649738 | -581391 | -581000 |
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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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