Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321162.2012 | 366098.4944 | -44936.2932 | -846929.8815 | 37332.1661 | -884262.0476 |
Total P&L (%) | 321.1622 | 366.0985 | -44.9363 | -846.9299 | 37.3322 | -884.262 |
Avg Daily Profit (%) | 0.1732 | 0.1974 | -0.0242 | 0 | 0.0171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -336959 | -158275 | -277964 | -2672873 | -1063487 | -1687060 |
Profit Factor | 1.4161 | 2.2842 | 0.9077 | 0.7739 | 1.0271 | 0.6267 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 19 | 21 | 37 | 18 | 19 |
Losing Trades | 31 | 17 | 14 | 34 | 18 | 16 |
Profitability (%) | 56.338 | 52.7778 | 60 | 52.1127 | 50 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.0974 | 2.0437 | 0.6051 | 0.7112 | 1.0271 | 0.5277 |
Largest Winning Trade | 217655 | 217655 | 61019 | 476539 | 406672 | 476539 |
Largest Losing Trade | -216428 | -41444 | -216428 | -655457 | -555729 | -655457 |
Avg Bars in Trades | 99 | 88 | 110 | 99 | 88 | 110 |
Avg Bars in Winners | 88 | 76 | 100 | 95 | 88 | 102 |
Avg Bars in Losers | 113 | 103 | 125 | 103 | 89 | 120 |
Bars Traded | 7065 | 3202 | 3863 | 7065 | 3202 | 3863 |
Profit Streak | 0 | 0 | 62.393 | 31.643 | 224.643 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81993 | 443000 | -578931 | -670963 | -361801 | -580232 |
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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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