Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228672.4694 | 258022.8827 | -29350.4133 | -420846.5868 | 29325.6018 | -450172.1886 |
Total P&L (%) | 228.6725 | 258.0229 | -29.3504 | -420.8466 | 29.3256 | -450.1722 |
Avg Daily Profit (%) | 0.183 | 0.2065 | -0.0235 | 0 | 0.0206 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168411 | -51356 | -141822 | -666924 | -208379 | -405570 |
Profit Factor | 1.5081 | 2.7527 | 0.9031 | 0.6523 | 1.0593 | 0.3714 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 54 | 28 | 26 | 17 | 9 | 8 |
Losing Trades | 15 | 7 | 8 | 52 | 26 | 26 |
Profitability (%) | 78.2609 | 80 | 76.4706 | 24.6377 | 25.7143 | 23.5294 |
Ratio Avg Win / Avg Loss | 0.4189 | 0.6882 | 0.2779 | 1.9952 | 3.0603 | 1.2071 |
Largest Winning Trade | 129641 | 129641 | 27703 | 224575 | 224575 | 74823 |
Largest Losing Trade | -141822 | -51356 | -141822 | -161138 | -55374 | -161138 |
Avg Bars in Trades | 69 | 79 | 59 | 69 | 79 | 59 |
Avg Bars in Winners | 43 | 54 | 31 | 129 | 147 | 108 |
Avg Bars in Losers | 164 | 181 | 149 | 50 | 56 | 43 |
Bars Traded | 4810 | 2799 | 2011 | 4810 | 2799 | 2011 |
Profit Streak | 40.7588 | 91.2588 | 40.7588 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93745 | 554103 | -576815 | -715689 | -349341 | -615424 |
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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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