Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292840.3672 | 210659.6265 | 82180.7406 | -172275.3627 | 262294.8776 | -434570.2404 |
Total P&L (%) | 292.8404 | 210.6596 | 82.1807 | -172.2754 | 262.2949 | -434.5702 |
Avg Daily Profit (%) | 0.2397 | 0.1724 | 0.0673 | 0 | 0.1054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158704 | -67227 | -164822 | -975528 | -109136 | -894986 |
Profit Factor | 1.776 | 2.456 | 1.3532 | 0.8478 | 2.3525 | 0.5366 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 53 | 27 | 26 | 20 | 9 | 11 |
Losing Trades | 13 | 6 | 7 | 46 | 24 | 22 |
Profitability (%) | 80.303 | 81.8182 | 78.7879 | 30.303 | 27.2727 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.4356 | 0.5458 | 0.3643 | 1.9499 | 6.2733 | 1.0732 |
Largest Winning Trade | 42542 | 39030 | 42542 | 234700 | 119651 | 234700 |
Largest Losing Trade | -115169 | -53180 | -115169 | -772524 | -50668 | -772524 |
Avg Bars in Trades | 51 | 64 | 39 | 51 | 64 | 39 |
Avg Bars in Winners | 24 | 23 | 25 | 105 | 168 | 55 |
Avg Bars in Losers | 162 | 244 | 91 | 28 | 24 | 31 |
Bars Traded | 3409 | 2112 | 1297 | 3409 | 2112 | 1297 |
Profit Streak | 71.577 | 145.9104 | 71.577 | 0 | 0 | 0 |
Trades During Streak | 7 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114451 | 531835 | -99288 | -714437 | -67579 | -585617 |
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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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