Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384079.7618 | 319689.1774 | 64390.5844 | -675541.4896 | -226041.7478 | -449499.7418 |
Total P&L (%) | 384.0798 | 319.6892 | 64.3906 | -675.5415 | -226.0417 | -449.4997 |
Avg Daily Profit (%) | 0.1773 | 0.1476 | 0.0297 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163299 | -58888 | -227593 | -759546 | -297684 | -461862 |
Profit Factor | 1.5496 | 2.2409 | 1.146 | 0.5577 | 0.6592 | 0.4797 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 53 | 25 | 28 | 28 | 17 | 11 |
Losing Trades | 26 | 15 | 11 | 51 | 23 | 28 |
Profitability (%) | 67.0886 | 62.5 | 71.7949 | 35.443 | 42.5 | 28.2051 |
Ratio Avg Win / Avg Loss | 0.7602 | 1.3445 | 0.4502 | 1.0157 | 0.8918 | 1.2212 |
Largest Winning Trade | 122368 | 122368 | 43239 | 111795 | 107092 | 111795 |
Largest Losing Trade | -163299 | -58888 | -163299 | -108642 | -108642 | -84924 |
Avg Bars in Trades | 78 | 85 | 71 | 78 | 85 | 71 |
Avg Bars in Winners | 68 | 72 | 65 | 87 | 94 | 75 |
Avg Bars in Losers | 99 | 106 | 89 | 73 | 78 | 70 |
Bars Traded | 6211 | 3408 | 2803 | 6211 | 3408 | 2803 |
Profit Streak | 0 | 0 | 287.0946 | 56.7613 | 70.0946 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21414 | 316375 | -210973 | -615488 | -583108 | -594779 |
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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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