Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242092.9095 | 329775.0561 | -87682.1466 | -96606.5603 | 3222310.7127 | -3318917.273 |
Total P&L (%) | 242.0929 | 329.7751 | -87.6821 | -96.6066 | 3222.3107 | -3318.9173 |
Avg Daily Profit (%) | 0.1224 | 0.1668 | -0.0443 | -0.1709 | 0.1773 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342596 | -186319 | -260262 | -3148047 | -352320 | -3565179 |
Profit Factor | 1.3288 | 2.0471 | 0.7919 | 0.9814 | 8.134 | 0.3004 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 45.1613 | 43.3333 | 44.2623 | 45.1613 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.6733 | 2.4858 | 1.0356 | 1.2358 | 9.8769 | 0.3929 |
Largest Winning Trade | 185205 | 185205 | 73236 | 1252977 | 1252977 | 817632 |
Largest Losing Trade | -93388 | -63483 | -93388 | -2012690 | -283711 | -2012690 |
Avg Bars in Trades | 60 | 65 | 55 | 60 | 65 | 55 |
Avg Bars in Winners | 72 | 67 | 78 | 72 | 67 | 78 |
Avg Bars in Losers | 51 | 65 | 37 | 51 | 65 | 37 |
Bars Traded | 3702 | 2043 | 1659 | 3702 | 2043 | 1659 |
Profit Streak | 0 | 0 | 624.8011 | 0 | 0 | 624.8011 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196434 | 335032 | -580418 | -747342 | 520216 | -582085 |
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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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