Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321153.7654 | 153128.1179 | 168025.6476 | -446754.3818 | -561496.1196 | 114741.7379 |
Total P&L (%) | 321.1538 | 153.1281 | 168.0256 | -446.7544 | -561.4961 | 114.7417 |
Avg Daily Profit (%) | 0.3157 | 0.1505 | 0.1652 | 0 | 0 | 0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142471 | -114919 | -116127 | -1486198 | -1158646 | -800639 |
Profit Factor | 1.8303 | 1.6985 | 2.0028 | 0.8504 | 0.6644 | 1.0874 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 18 | 25 | 37 | 17 | 20 |
Losing Trades | 17 | 12 | 5 | 23 | 13 | 10 |
Profitability (%) | 71.6667 | 60 | 83.3333 | 61.6667 | 56.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7236 | 1.1323 | 0.4006 | 0.5286 | 0.5081 | 0.5437 |
Largest Winning Trade | 68319 | 68319 | 38114 | 205419 | 169409 | 205419 |
Largest Losing Trade | -116127 | -43817 | -116127 | -694976 | -355569 | -694976 |
Avg Bars in Trades | 95 | 101 | 88 | 95 | 101 | 88 |
Avg Bars in Winners | 70 | 60 | 77 | 81 | 82 | 81 |
Avg Bars in Losers | 158 | 163 | 145 | 116 | 127 | 101 |
Bars Traded | 5707 | 3054 | 2653 | 5707 | 3054 | 2653 |
Profit Streak | 8.3403 | 8.3403 | 141.1736 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159831 | 404153 | 501519 | -752765 | -579961 | -216541 |
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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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