Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451924.8763 | 404358.4815 | 47566.3948 | -159698.2515 | 442.7372 | -160140.9887 |
Total P&L (%) | 451.9249 | 404.3585 | 47.5664 | -159.6983 | 0.4427 | -160.141 |
Avg Daily Profit (%) | 0.2821 | 0.2524 | 0.0297 | 0 | 0.0003 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169719 | -72326 | -140814 | -89407 | -23027 | -78102 |
Profit Factor | 1.6458 | 2.4248 | 1.1143 | 0.34 | 1.0079 | 0.1396 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 17 | 20 | 25 | 15 | 10 |
Losing Trades | 26 | 14 | 12 | 38 | 16 | 22 |
Profitability (%) | 58.7302 | 54.8387 | 62.5 | 39.6825 | 48.3871 | 31.25 |
Ratio Avg Win / Avg Loss | 1.1565 | 1.9969 | 0.6686 | 0.5168 | 1.0751 | 0.3071 |
Largest Winning Trade | 174263 | 174263 | 43553 | 16473 | 16473 | 15159 |
Largest Losing Trade | -113637 | -60756 | -113637 | -82827 | -16995 | -82827 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 97 | 91 | 101 | 88 | 101 | 68 |
Avg Bars in Losers | 93 | 107 | 76 | 100 | 96 | 103 |
Bars Traded | 6013 | 3060 | 2953 | 6013 | 3060 | 2953 |
Profit Streak | 155.5109 | 169.5109 | 155.5109 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138098 | 526700 | -248264 | -736067 | -570691 | -588102 |
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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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