Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272135.097 | 206497.7381 | 65637.359 | -815018.256 | -317050.8763 | -497967.3797 |
Total P&L (%) | 272.1351 | 206.4977 | 65.6374 | -815.0183 | -317.0509 | -497.9674 |
Avg Daily Profit (%) | 0.2675 | 0.2029 | 0.0645 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136003 | -80771 | -108656 | -683837 | -392243 | -354956 |
Profit Factor | 1.4732 | 1.7468 | 1.2199 | 0.388 | 0.5113 | 0.2709 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 14 | 23 | 24 | 17 | 7 |
Losing Trades | 25 | 17 | 8 | 38 | 14 | 24 |
Profitability (%) | 59.6774 | 45.1613 | 74.1935 | 38.7097 | 54.8387 | 22.5806 |
Ratio Avg Win / Avg Loss | 0.9954 | 2.1211 | 0.4243 | 0.6143 | 0.421 | 0.9289 |
Largest Winning Trade | 104747 | 104747 | 34884 | 95188 | 60201 | 95188 |
Largest Losing Trade | -165581 | -44382 | -165581 | -241831 | -241831 | -165581 |
Avg Bars in Trades | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Winners | 50 | 52 | 48 | 78 | 81 | 71 |
Avg Bars in Losers | 81 | 81 | 81 | 53 | 52 | 53 |
Bars Traded | 3904 | 2125 | 1779 | 3904 | 2125 | 1779 |
Profit Streak | 0 | 0 | 279.5319 | 31.5319 | 49.0319 | 0 |
Trades During Streak | 0 | 0 | 8 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149571 | 325300 | -104604 | -743405 | -579627 | -621295 |
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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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