Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344962.7491 | 361599.1979 | -16636.4487 | -54645.4344 | -63650.1169 | 9004.6826 |
Total P&L (%) | 344.9627 | 361.5992 | -16.6364 | -54.6454 | -63.6501 | 9.0047 |
Avg Daily Profit (%) | 0.1815 | 0.1903 | -0.0088 | -0.0416 | -0.0532 | 0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169316 | -120667 | -88461 | -1172432 | -922111 | -269102 |
Profit Factor | 1.7043 | 2.0774 | 0.8921 | 0.9683 | 0.9522 | 1.0229 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 52.3077 | 56.25 | 48.4848 | 52.3077 | 56.25 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.554 | 1.6158 | 0.9478 | 0.8829 | 0.7406 | 1.0868 |
Largest Winning Trade | 379646 | 379646 | 26481 | 692959 | 692959 | 231840 |
Largest Losing Trade | -74695 | -74695 | -19475 | -580227 | -580227 | -95890 |
Avg Bars in Trades | 109 | 212 | 9 | 109 | 212 | 9 |
Avg Bars in Winners | 73 | 133 | 7 | 73 | 133 | 7 |
Avg Bars in Losers | 148 | 314 | 11 | 148 | 314 | 11 |
Bars Traded | 7110 | 6803 | 307 | 7110 | 6803 | 307 |
Profit Streak | 82.3638 | 0 | 82.6138 | 82.3638 | 0 | 82.6138 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124450 | 441551 | -580556 | -715920 | -580000 | -547703 |
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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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