Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320942.5924 | 224558.7715 | 96383.8209 | -191853.9298 | 149765.9531 | -341619.8829 |
Total P&L (%) | 320.9426 | 224.5588 | 96.3838 | -191.8539 | 149.766 | -341.6199 |
Avg Daily Profit (%) | 0.2882 | 0.2016 | 0.0865 | 0 | 0.0822 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121548 | -54811 | -112210 | -660025 | -153872 | -616420 |
Profit Factor | 1.9465 | 2.1367 | 1.681 | 0.8351 | 1.3264 | 0.5152 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 45 | 19 | 26 | 33 | 15 | 18 |
Losing Trades | 18 | 12 | 6 | 30 | 16 | 14 |
Profitability (%) | 71.4286 | 61.2903 | 81.25 | 52.381 | 48.3871 | 56.25 |
Ratio Avg Win / Avg Loss | 0.7786 | 1.3495 | 0.3879 | 0.7592 | 1.4148 | 0.4007 |
Largest Winning Trade | 225908 | 225908 | 29919 | 219351 | 219351 | 62943 |
Largest Losing Trade | -108546 | -48684 | -108546 | -552131 | -153872 | -552131 |
Avg Bars in Trades | 43 | 61 | 26 | 43 | 61 | 26 |
Avg Bars in Winners | 30 | 36 | 25 | 30 | 38 | 24 |
Avg Bars in Losers | 78 | 101 | 31 | 58 | 82 | 29 |
Bars Traded | 2757 | 1906 | 851 | 2757 | 1906 | 851 |
Profit Streak | 70.8906 | 131.2239 | 70.8906 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137960 | 466965 | -72190 | -731469 | -83593 | -579722 |
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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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