Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391901.4227 | 356569.448 | 35331.9748 | -252584.9257 | -39665.9767 | -212918.949 |
Total P&L (%) | 391.9014 | 356.5694 | 35.332 | -252.5849 | -39.666 | -212.9189 |
Avg Daily Profit (%) | 0.2107 | 0.1917 | 0.019 | 0 | -0.0272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156117 | -100225 | -176786 | -258834 | -103641 | -173627 |
Profit Factor | 1.6569 | 2.7607 | 1.0897 | 0.4238 | 0.7422 | 0.2515 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 18 | 19 | 28 | 16 | 12 |
Losing Trades | 27 | 14 | 13 | 36 | 16 | 20 |
Profitability (%) | 57.8125 | 56.25 | 59.375 | 43.75 | 50 | 37.5 |
Ratio Avg Win / Avg Loss | 1.2091 | 2.1472 | 0.7456 | 0.5448 | 0.7422 | 0.4192 |
Largest Winning Trade | 121905 | 121905 | 58094 | 27448 | 27448 | 19372 |
Largest Losing Trade | -115363 | -27983 | -115363 | -106919 | -32636 | -106919 |
Avg Bars in Trades | 168 | 163 | 173 | 168 | 163 | 173 |
Avg Bars in Winners | 208 | 210 | 205 | 116 | 108 | 125 |
Avg Bars in Losers | 113 | 101 | 127 | 209 | 217 | 202 |
Bars Traded | 10780 | 5218 | 5562 | 10780 | 5218 | 5562 |
Profit Streak | 0 | 0 | 317.7489 | 41.9155 | 51.0822 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132747 | 489462 | -291127 | -726435 | -580246 | -585671 |
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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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