Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543436.413 | 503053.767 | 40382.646 | -115620.3137 | 199337.4264 | -314957.7401 |
Total P&L (%) | 543.4364 | 503.0538 | 40.3826 | -115.6203 | 199.3374 | -314.9577 |
Avg Daily Profit (%) | 0.2957 | 0.2737 | 0.022 | 0 | 0.0597 | 0 |
Buy And Hold Return (%) | 114.1409 | 114.1409 | 114.1409 | 114.1409 | 114.1409 | 114.1409 |
Max Trade Drawdown | -104712 | -79108 | -100657 | -294365 | -17226 | -282800 |
Profit Factor | 2.1853 | 3.3182 | 1.1672 | 0.676 | 7.6793 | 0.0368 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 18 | 21 | 27 | 16 | 11 |
Losing Trades | 28 | 15 | 13 | 40 | 17 | 23 |
Profitability (%) | 58.209 | 54.5455 | 61.7647 | 40.2985 | 48.4848 | 32.3529 |
Ratio Avg Win / Avg Loss | 1.5689 | 2.7652 | 0.7226 | 1.0015 | 8.1593 | 0.077 |
Largest Winning Trade | 331914 | 331914 | 40258 | 206161 | 206161 | 4585 |
Largest Losing Trade | -100657 | -32714 | -100657 | -270037 | -8819 | -270037 |
Avg Bars in Trades | 78 | 94 | 62 | 78 | 94 | 62 |
Avg Bars in Winners | 90 | 103 | 78 | 58 | 86 | 16 |
Avg Bars in Losers | 61 | 83 | 36 | 91 | 101 | 84 |
Bars Traded | 5249 | 3117 | 2132 | 5249 | 3117 | 2132 |
Profit Streak | 77.5617 | 121.8951 | 77.5617 | 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 | -107504 | 528280 | -365470 | -704161 | -113911 | -587380 |
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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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