Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323300.4431 | 466124.4743 | -142824.0313 | -104026.4898 | -62867.9434 | -41158.5464 |
Total P&L (%) | 323.3004 | 466.1245 | -142.824 | -104.0265 | -62.8679 | -41.1585 |
Avg Daily Profit (%) | 0.1365 | 0.1968 | -0.0603 | 0 | -0.0418 | -0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207226 | -129485 | -227829 | -376148 | -175206 | -291578 |
Profit Factor | 1.4322 | 2.8023 | 0.7082 | 0.8698 | 0.8039 | 0.9139 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 31 | 16 | 15 |
Losing Trades | 37 | 20 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 47.6923 | 48.4848 | 46.875 |
Ratio Avg Win / Avg Loss | 1.8925 | 4.3112 | 0.8026 | 0.9539 | 0.8542 | 1.0358 |
Largest Winning Trade | 498371 | 498371 | 63612 | 129034 | 44985 | 129034 |
Largest Losing Trade | -151302 | -31126 | -151302 | -102274 | -74701 | -102274 |
Avg Bars in Trades | 99 | 65 | 134 | 99 | 65 | 134 |
Avg Bars in Winners | 153 | 97 | 200 | 75 | 60 | 91 |
Avg Bars in Losers | 59 | 45 | 76 | 122 | 71 | 173 |
Bars Traded | 6481 | 2172 | 4309 | 6481 | 2172 | 4309 |
Profit Streak | 0 | 0 | 315.2493 | 86.5826 | 350.5826 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147734 | 316554 | -581438 | -717116 | -580427 | -580358 |
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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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