Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452118.016 | 678802.1324 | -226684.1164 | -108798.9867 | -43929.7216 | -64869.2651 |
Total P&L (%) | 452.118 | 678.8021 | -226.6841 | -108.799 | -43.9297 | -64.8693 |
Avg Daily Profit (%) | 0.1912 | 0.2871 | -0.0959 | 0 | -0.0245 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -431938 | -112232 | -419296 | -208091 | -57646 | -129111 |
Profit Factor | 1.5092 | 3.3186 | 0.6191 | 0.5981 | 0.5214 | 0.6375 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 12 | 15 | 38 | 20 | 18 |
Losing Trades | 41 | 22 | 19 | 30 | 14 | 16 |
Profitability (%) | 39.7059 | 35.2941 | 44.1176 | 55.8824 | 58.8235 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.2917 | 6.084 | 0.7842 | 0.4722 | 0.365 | 0.5666 |
Largest Winning Trade | 871645 | 871645 | 57758 | 47964 | 12329 | 47964 |
Largest Losing Trade | -201805 | -51087 | -201805 | -96733 | -41055 | -96733 |
Avg Bars in Trades | 99 | 76 | 122 | 99 | 76 | 122 |
Avg Bars in Winners | 163 | 95 | 219 | 60 | 57 | 63 |
Avg Bars in Losers | 56 | 66 | 46 | 149 | 103 | 189 |
Bars Traded | 6760 | 2593 | 4167 | 6760 | 2593 | 4167 |
Profit Streak | 0 | 0 | 45.8136 | 36.1469 | 46.1469 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107761 | 338057 | -582525 | -692971 | -578663 | -580413 |
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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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