Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333733.2266 | 425383.8198 | -91650.5933 | -97574.2335 | -9245.6004 | -88328.633 |
Total P&L (%) | 333.7332 | 425.3838 | -91.6506 | -97.5742 | -9.2456 | -88.3286 |
Avg Daily Profit (%) | 0.1799 | 0.2293 | -0.0494 | -0.2003 | -0.0052 | -0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258169 | -204342 | -194811 | -103268 | -9650 | -96963 |
Profit Factor | 1.4084 | 2.1402 | 0.7936 | 0.2162 | 0.5717 | 0.1416 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 44.1176 | 51.4286 | 47.8261 | 44.1176 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.5364 | 2.7109 | 0.7495 | 0.2358 | 0.7242 | 0.1337 |
Largest Winning Trade | 331794 | 331794 | 62068 | 3722 | 3324 | 3722 |
Largest Losing Trade | -87635 | -50858 | -87635 | -85661 | -5974 | -85661 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 61 | 68 | 55 | 61 | 68 | 55 |
Avg Bars in Losers | 40 | 53 | 26 | 40 | 53 | 26 |
Bars Traded | 3483 | 2036 | 1447 | 3483 | 2036 | 1447 |
Profit Streak | 30.0044 | 0 | 38.5044 | 30.0044 | 0 | 38.5044 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97276 | 346951 | -580056 | -687083 | -582805 | -579778 |
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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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