Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436464.7238 | 446930.0195 | -10465.2957 | -35969.9991 | 127693.0783 | -163663.0773 |
Total P&L (%) | 436.4647 | 446.93 | -10.4653 | -35.97 | 127.6931 | -163.6631 |
Avg Daily Profit (%) | 0.2354 | 0.241 | -0.0056 | -0.024 | 0.0444 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111675 | -99398 | -55605 | -712742 | -626932 | -194097 |
Profit Factor | 1.802 | 2.0615 | 0.9151 | 0.9741 | 1.1194 | 0.4905 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Profitability (%) | 58.4615 | 68.75 | 48.4848 | 58.4615 | 68.75 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.2803 | 0.9371 | 0.9723 | 0.6921 | 0.5088 | 0.5211 |
Largest Winning Trade | 134197 | 134197 | 39840 | 374899 | 374899 | 31289 |
Largest Losing Trade | -73709 | -73709 | -55605 | -467819 | -467819 | -148276 |
Avg Bars in Trades | 153 | 307 | 5 | 153 | 307 | 5 |
Avg Bars in Winners | 101 | 170 | 6 | 101 | 170 | 6 |
Avg Bars in Losers | 228 | 607 | 4 | 228 | 607 | 4 |
Bars Traded | 10007 | 9825 | 182 | 10007 | 9825 | 182 |
Profit Streak | 140.7562 | 0 | 295.7562 | 140.7562 | 0 | 295.7562 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124101 | 414390 | -580526 | -715109 | -222099 | -580526 |
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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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