Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346124.515 | 337239.6881 | 8884.8269 | -79316.2565 | -278677.1054 | 199360.8488 |
Total P&L (%) | 346.1245 | 337.2397 | 8.8848 | -79.3163 | -278.6771 | 199.3608 |
Avg Daily Profit (%) | 0.2351 | 0.229 | 0.006 | -0.107 | 0 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185862 | -158703 | -104774 | -468686 | -489140 | -67207 |
Profit Factor | 1.5963 | 1.9529 | 1.0392 | 0.8967 | 0.5511 | 2.3553 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.0303 | 48.4848 | 57.5758 | 53.0303 | 48.4848 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.4138 | 2.075 | 0.7657 | 0.7942 | 0.5855 | 1.7355 |
Largest Winning Trade | 447037 | 447037 | 28772 | 198743 | 198743 | 80702 |
Largest Losing Trade | -70950 | -70950 | -53030 | -341274 | -341274 | -47289 |
Avg Bars in Trades | 263 | 348 | 179 | 263 | 348 | 179 |
Avg Bars in Winners | 192 | 255 | 139 | 192 | 255 | 139 |
Avg Bars in Losers | 344 | 435 | 234 | 344 | 435 | 234 |
Bars Traded | 17419 | 11496 | 5923 | 17419 | 11496 | 5923 |
Profit Streak | 20.2313 | 38.9813 | 0 | 20.2313 | 38.9813 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117737 | 446197 | -528641 | -708330 | -579962 | -88035 |
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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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