Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275650.4888 | 372480.6346 | -96830.1459 | -78745.5498 | 117755.9039 | -196501.4537 |
Total P&L (%) | 275.6505 | 372.4806 | -96.8301 | -78.7456 | 117.7559 | -196.5015 |
Avg Daily Profit (%) | 0.1471 | 0.1987 | -0.0517 | -0.0826 | 0.0415 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230246 | -132995 | -187259 | -213091 | -51410 | -180072 |
Profit Factor | 1.3729 | 2.0791 | 0.7542 | 0.7497 | 2.3272 | 0.13 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 40.2985 | 41.1765 | 39.3939 | 40.2985 | 41.1765 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.034 | 2.9702 | 1.1604 | 1.1106 | 3.3245 | 0.2 |
Largest Winning Trade | 233490 | 233490 | 59166 | 142689 | 142689 | 6844 |
Largest Losing Trade | -64115 | -41715 | -64115 | -77421 | -25905 | -77421 |
Avg Bars in Trades | 103 | 98 | 108 | 103 | 98 | 108 |
Avg Bars in Winners | 157 | 151 | 163 | 157 | 151 | 163 |
Avg Bars in Losers | 67 | 61 | 73 | 67 | 61 | 73 |
Bars Traded | 6942 | 3355 | 3587 | 6942 | 3355 | 3587 |
Profit Streak | 79.6537 | 252.6537 | 0 | 79.6537 | 252.6537 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119562 | 327086 | -583260 | -703603 | -135480 | -584927 |
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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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