Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170701.8474 | 181506.8375 | -10804.9901 | -186988.3396 | 113968.6897 | -300957.0293 |
Total P&L (%) | 170.7018 | 181.5068 | -10.805 | -186.9883 | 113.9687 | -300.957 |
Avg Daily Profit (%) | 0.1388 | 0.1476 | -0.0088 | 0 | 0.0619 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157712 | -78968 | -147279 | -366211 | -59988 | -348344 |
Profit Factor | 1.3294 | 1.9448 | 0.9669 | 0.7216 | 1.7218 | 0.4142 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 47 | 23 | 24 | 25 | 15 | 10 |
Losing Trades | 19 | 10 | 9 | 41 | 18 | 23 |
Profitability (%) | 71.2121 | 69.697 | 72.7273 | 37.8788 | 45.4545 | 30.303 |
Ratio Avg Win / Avg Loss | 0.5374 | 0.8456 | 0.3626 | 1.1834 | 2.0661 | 0.9527 |
Largest Winning Trade | 79716 | 79716 | 31022 | 79716 | 79716 | 64725 |
Largest Losing Trade | -125976 | -49759 | -125976 | -281951 | -27407 | -281951 |
Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Winners | 42 | 49 | 36 | 127 | 137 | 112 |
Avg Bars in Losers | 146 | 159 | 132 | 39 | 36 | 40 |
Bars Traded | 4782 | 2719 | 2063 | 4782 | 2719 | 2063 |
Profit Streak | 71.7093 | 95.2093 | 71.7093 | 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 | -133351 | 316534 | -576480 | -712602 | -108836 | -588462 |
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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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