Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355699.4461 | 354765.5669 | 933.8792 | -16211.2126 | 205082.9744 | -221294.187 |
Total P&L (%) | 355.6994 | 354.7656 | 0.9339 | -16.2112 | 205.083 | -221.2942 |
Avg Daily Profit (%) | 0.1509 | 0.1505 | 0.0004 | -0.0075 | 0.0473 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99133 | -96163 | -62600 | -366753 | -242580 | -276175 |
Profit Factor | 1.5703 | 1.9334 | 1.0038 | 0.9886 | 1.2394 | 0.6095 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 44.1176 | 54.5455 | 49.2537 | 44.1176 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6179 | 2.4489 | 0.8365 | 1.0186 | 1.5699 | 0.5079 |
Largest Winning Trade | 235720 | 235720 | 55395 | 255646 | 255646 | 97879 |
Largest Losing Trade | -51803 | -51803 | -50263 | -226460 | -189914 | -226460 |
Avg Bars in Trades | 67 | 99 | 35 | 67 | 99 | 35 |
Avg Bars in Winners | 80 | 133 | 36 | 80 | 133 | 36 |
Avg Bars in Losers | 55 | 73 | 34 | 55 | 73 | 34 |
Bars Traded | 4550 | 3384 | 1166 | 4550 | 3384 | 1166 |
Profit Streak | 0 | 0 | 59.0157 | 0 | 0 | 59.0157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111242 | 308328 | -574908 | -700401 | -131186 | -579653 |
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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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