Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326425.6059 | 162128.1489 | 164297.4569 | -317099.5339 | -80167.3122 | -236932.2217 |
Total P&L (%) | 326.4256 | 162.1281 | 164.2975 | -317.0995 | -80.1673 | -236.9322 |
Avg Daily Profit (%) | 0.3208 | 0.1593 | 0.1615 | 0 | -0.1589 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53033 | -70468 | -43417 | -209125 | -102110 | -128957 |
Profit Factor | 1.8885 | 1.8924 | 1.8846 | 0.2621 | 0.5026 | 0.1178 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 19 | 25 | 24 | 15 | 9 |
Losing Trades | 25 | 15 | 10 | 45 | 19 | 26 |
Profitability (%) | 63.7681 | 55.8824 | 71.4286 | 34.7826 | 44.1176 | 25.7143 |
Ratio Avg Win / Avg Loss | 1.073 | 1.494 | 0.7538 | 0.4914 | 0.6366 | 0.3403 |
Largest Winning Trade | 55695 | 55695 | 31108 | 26201 | 26201 | 9809 |
Largest Losing Trade | -107974 | -40933 | -107974 | -107974 | -64894 | -107974 |
Avg Bars in Trades | 56 | 70 | 43 | 56 | 70 | 43 |
Avg Bars in Winners | 40 | 41 | 39 | 84 | 107 | 46 |
Avg Bars in Losers | 86 | 107 | 54 | 42 | 41 | 42 |
Bars Traded | 3929 | 2398 | 1531 | 3929 | 2398 | 1531 |
Profit Streak | 7.2227 | 0 | 8.9727 | 0 | 11.9727 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92405 | 378012 | 415007 | -692973 | -582458 | -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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