Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246817.7004 | 288101.3984 | -41283.698 | -132425.2575 | 575487.7129 | -707912.9704 |
Total P&L (%) | 246.8177 | 288.1014 | -41.2837 | -132.4253 | 575.4877 | -707.913 |
Avg Daily Profit (%) | 0.1311 | 0.153 | -0.0219 | 0 | 0.1015 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240972 | -67221 | -173751 | -667285 | -184099 | -836154 |
Profit Factor | 1.3193 | 1.9114 | 0.9097 | 0.9291 | 2.165 | 0.4846 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 16 | 22 | 42 | 18 | 24 |
Losing Trades | 35 | 20 | 15 | 31 | 18 | 13 |
Profitability (%) | 52.0548 | 44.4444 | 59.4595 | 57.5342 | 50 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.2151 | 2.3893 | 0.6202 | 0.6858 | 2.165 | 0.2625 |
Largest Winning Trade | 98637 | 98637 | 60208 | 243178 | 243178 | 104882 |
Largest Losing Trade | -123670 | -42355 | -123670 | -667285 | -89781 | -667285 |
Avg Bars in Trades | 97 | 109 | 84 | 97 | 109 | 84 |
Avg Bars in Winners | 87 | 91 | 84 | 90 | 97 | 84 |
Avg Bars in Losers | 107 | 124 | 85 | 106 | 122 | 84 |
Bars Traded | 7091 | 3959 | 3132 | 7091 | 3959 | 3132 |
Profit Streak | 0 | 0 | 0 | 46.9489 | 79.9489 | 46.9489 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93870 | 312690 | -579546 | -654812 | -52400 | -578286 |
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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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