Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389680.4557 | 463705.8413 | -74025.3856 | -142231.283 | 125475.7108 | -267706.9938 |
Total P&L (%) | 389.6805 | 463.7058 | -74.0254 | -142.2313 | 125.4757 | -267.707 |
Avg Daily Profit (%) | 0.1971 | 0.2346 | -0.0374 | 0 | 0.0411 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163734 | -106356 | -210124 | -476344 | -165328 | -363526 |
Profit Factor | 1.791 | 3.756 | 0.7718 | 0.7926 | 1.5933 | 0.4355 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 49 | 26 | 23 | 29 | 13 | 16 |
Losing Trades | 26 | 11 | 15 | 46 | 24 | 22 |
Profitability (%) | 65.3333 | 70.2703 | 60.5263 | 38.6667 | 35.1351 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.9503 | 1.5891 | 0.5033 | 1.2572 | 2.9414 | 0.5988 |
Largest Winning Trade | 197523 | 197523 | 42946 | 171608 | 171608 | 113509 |
Largest Losing Trade | -129288 | -90403 | -129288 | -343350 | -49553 | -343350 |
Avg Bars in Trades | 83 | 138 | 28 | 83 | 138 | 28 |
Avg Bars in Winners | 69 | 112 | 21 | 121 | 224 | 38 |
Avg Bars in Losers | 108 | 201 | 39 | 58 | 92 | 22 |
Bars Traded | 6233 | 5138 | 1095 | 6233 | 5138 | 1095 |
Profit Streak | 649.5089 | 687.7589 | 649.5089 | 0 | 0 | 0 |
Trades During Streak | 8 | 8 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49383 | 678374 | -577774 | -644796 | -140742 | -583557 |
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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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