Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208004.2842 | 204389.063 | 3615.2212 | -743871.6909 | -172999.0785 | -570872.6124 |
Total P&L (%) | 208.0043 | 204.3891 | 3.6152 | -743.8717 | -172.9991 | -570.8726 |
Avg Daily Profit (%) | 0.1518 | 0.1492 | 0.0026 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222603 | -60198 | -243670 | -925319 | -342544 | -754956 |
Profit Factor | 1.3522 | 1.7673 | 1.0112 | 0.5868 | 0.8225 | 0.3086 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 17 | 25 | 31 | 15 | 16 |
Losing Trades | 20 | 14 | 6 | 31 | 16 | 15 |
Profitability (%) | 67.7419 | 54.8387 | 80.6452 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.6439 | 1.4554 | 0.2427 | 0.5868 | 0.8773 | 0.2893 |
Largest Winning Trade | 72896 | 72896 | 29945 | 368149 | 368149 | 45128 |
Largest Losing Trade | -222603 | -60198 | -222603 | -271467 | -271467 | -239458 |
Avg Bars in Trades | 84 | 96 | 72 | 84 | 96 | 72 |
Avg Bars in Winners | 62 | 70 | 57 | 82 | 102 | 64 |
Avg Bars in Losers | 131 | 128 | 138 | 86 | 90 | 81 |
Bars Traded | 5246 | 2989 | 2257 | 5246 | 2989 | 2257 |
Profit Streak | 50.6816 | 50.6816 | 63.4316 | 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 | -149264 | 342148 | -560521 | -739277 | -581445 | -580608 |
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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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