Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248869.3874 | 206361.7139 | 42507.6735 | -635942.9598 | -90567.9184 | -545375.0414 |
Total P&L (%) | 248.8694 | 206.3617 | 42.5077 | -635.943 | -90.5679 | -545.375 |
Avg Daily Profit (%) | 0.1829 | 0.1517 | 0.0312 | 0 | -0.1734 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220848 | -66708 | -224535 | -819630 | -226078 | -722431 |
Profit Factor | 1.4127 | 1.8072 | 1.1224 | 0.6265 | 0.8829 | 0.4129 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 46 | 20 | 26 | 35 | 15 | 20 |
Losing Trades | 22 | 14 | 8 | 33 | 19 | 14 |
Profitability (%) | 67.6471 | 58.8235 | 76.4706 | 51.4706 | 44.1176 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.6756 | 1.2651 | 0.3453 | 0.5907 | 1.1184 | 0.289 |
Largest Winning Trade | 54495 | 54495 | 29514 | 188390 | 188390 | 56930 |
Largest Losing Trade | -189948 | -43929 | -189948 | -266512 | -163579 | -266512 |
Avg Bars in Trades | 56 | 62 | 50 | 56 | 62 | 50 |
Avg Bars in Winners | 42 | 43 | 41 | 54 | 67 | 44 |
Avg Bars in Losers | 85 | 88 | 80 | 58 | 58 | 58 |
Bars Traded | 3828 | 2116 | 1712 | 3828 | 2116 | 1712 |
Profit Streak | 53.8558 | 81.8558 | 53.8558 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103224 | 418109 | -236756 | -694087 | -581416 | -579651 |
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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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