Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250315.2928 | 188206.06 | 62109.2328 | -444342.8806 | -129306.6083 | -315036.2723 |
Total P&L (%) | 250.3153 | 188.2061 | 62.1092 | -444.3429 | -129.3066 | -315.0363 |
Avg Daily Profit (%) | 0.2403 | 0.1807 | 0.0596 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121585 | -48847 | -118979 | -461108 | -145511 | -316174 |
Profit Factor | 1.7937 | 2.5896 | 1.3153 | 0.3706 | 0.5804 | 0.2081 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 50 | 25 | 25 | 14 | 7 | 7 |
Losing Trades | 13 | 6 | 7 | 49 | 24 | 25 |
Profitability (%) | 79.3651 | 80.6452 | 78.125 | 22.2222 | 22.5806 | 21.875 |
Ratio Avg Win / Avg Loss | 0.4664 | 0.6215 | 0.3683 | 1.2973 | 1.9901 | 0.7433 |
Largest Winning Trade | 35934 | 35934 | 24092 | 109619 | 109619 | 31874 |
Largest Losing Trade | -118979 | -48847 | -118979 | -138927 | -59864 | -138927 |
Avg Bars in Trades | 385 | 428 | 343 | 385 | 428 | 343 |
Avg Bars in Winners | 242 | 280 | 205 | 786 | 956 | 616 |
Avg Bars in Losers | 932 | 1047 | 833 | 270 | 274 | 266 |
Bars Traded | 24265 | 13289 | 10976 | 24265 | 13289 | 10976 |
Profit Streak | 27.68 | 154.68 | 27.68 | 0 | 0 | 0 |
Trades During Streak | 4 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137101 | 538915 | -110692 | -772446 | -618518 | -624398 |
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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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