Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353611.6128 | 430798.4034 | -77186.7906 | -77519.336 | 39043.4413 | -116562.7774 |
Total P&L (%) | 353.6116 | 430.7984 | -77.1868 | -77.5193 | 39.0434 | -116.5628 |
Avg Daily Profit (%) | 0.1697 | 0.2068 | -0.0371 | -0.0716 | 0.0158 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215882 | -165119 | -85514 | -557606 | -450773 | -141811 |
Profit Factor | 1.5586 | 1.9435 | 0.5625 | 0.923 | 1.0495 | 0.4619 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 33.3333 | 40 | 26.8293 | 33.3333 | 40 | 26.8293 |
Ratio Avg Win / Avg Loss | 3.1172 | 2.9153 | 1.5342 | 1.8459 | 1.5742 | 1.2598 |
Largest Winning Trade | 517369 | 517369 | 19678 | 485390 | 485390 | 35548 |
Largest Losing Trade | -42844 | -42844 | -15753 | -247683 | -247683 | -50296 |
Avg Bars in Trades | 302 | 543 | 66 | 302 | 543 | 66 |
Avg Bars in Winners | 643 | 1002 | 121 | 643 | 1002 | 121 |
Avg Bars in Losers | 131 | 237 | 46 | 131 | 237 | 46 |
Bars Traded | 24472 | 21746 | 2726 | 24472 | 21746 | 2726 |
Profit Streak | 68.57 | 112.07 | 68.57 | 68.57 | 112.07 | 68.57 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11652 | 304829 | -599158 | -599790 | -341940 | -600269 |
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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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