Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199848.2539 | 221916.2191 | -22067.9652 | -1312854.8963 | -526441.5679 | -786413.3284 |
Total P&L (%) | 199.8483 | 221.9162 | -22.068 | -1312.8549 | -526.4416 | -786.4133 |
Avg Daily Profit (%) | 0.1613 | 0.1791 | -0.0178 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69223 | -47197 | -70803 | -1154530 | -533407 | -672799 |
Profit Factor | 1.4159 | 2.7254 | 0.9373 | 0.4106 | 0.4931 | 0.3386 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 50 | 25 | 25 | 18 | 9 | 9 |
Losing Trades | 19 | 9 | 10 | 51 | 25 | 26 |
Profitability (%) | 72.4638 | 73.5294 | 71.4286 | 26.087 | 26.4706 | 25.7143 |
Ratio Avg Win / Avg Loss | 0.5381 | 0.9812 | 0.3749 | 1.1634 | 1.3697 | 0.9781 |
Largest Winning Trade | 45708 | 45708 | 25776 | 339318 | 339318 | 131182 |
Largest Losing Trade | -193228 | -37595 | -193228 | -226389 | -226389 | -193228 |
Avg Bars in Trades | 102 | 114 | 89 | 102 | 114 | 89 |
Avg Bars in Winners | 63 | 77 | 50 | 199 | 217 | 180 |
Avg Bars in Losers | 202 | 217 | 188 | 67 | 77 | 58 |
Bars Traded | 7040 | 3895 | 3145 | 7040 | 3895 | 3145 |
Profit Streak | 57.9268 | 81.2601 | 57.9268 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95102 | 513540 | -576612 | -710413 | -602461 | -607454 |
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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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