Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135272.3496 | 354388.9575 | -219116.6079 | -102566.278 | -44169.3517 | -58396.9263 |
Total P&L (%) | 135.2724 | 354.389 | -219.1166 | -102.5663 | -44.1694 | -58.3969 |
Avg Daily Profit (%) | 0.0572 | 0.1499 | -0.0927 | 0 | -0.0247 | -0.0371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303849 | -213594 | -318362 | -167309 | -99777 | -82613 |
Profit Factor | 1.1403 | 1.8349 | 0.594 | 0.6053 | 0.6677 | 0.54 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 17 | 14 | 41 | 21 | 20 |
Losing Trades | 45 | 21 | 24 | 35 | 17 | 18 |
Profitability (%) | 40.7895 | 44.7368 | 36.8421 | 53.9474 | 55.2632 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6553 | 2.2667 | 1.0183 | 0.5167 | 0.5405 | 0.486 |
Largest Winning Trade | 407067 | 407067 | 53447 | 23383 | 23383 | 18585 |
Largest Losing Trade | -131276 | -45853 | -131276 | -51683 | -33340 | -51683 |
Avg Bars in Trades | 55 | 70 | 40 | 55 | 70 | 40 |
Avg Bars in Winners | 81 | 81 | 80 | 38 | 59 | 16 |
Avg Bars in Losers | 37 | 60 | 17 | 75 | 83 | 68 |
Bars Traded | 4220 | 2668 | 1552 | 4220 | 2668 | 1552 |
Profit Streak | 100.7203 | 106.7203 | 100.7203 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -237994 | 327040 | -583654 | -634043 | -580082 | -580423 |
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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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