Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375152.8486 | 291036.2758 | 84116.5728 | -107927.9227 | 19547.0167 | -127474.9395 |
Total P&L (%) | 375.1528 | 291.0363 | 84.1166 | -107.9279 | 19.547 | -127.4749 |
Avg Daily Profit (%) | 0.1974 | 0.1531 | 0.0443 | 0 | 0.0094 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230344 | -58410 | -217568 | -176610 | -3427 | -175251 |
Profit Factor | 1.7141 | 2.3257 | 1.275 | 0.4107 | 4.1943 | 0.2799 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 22 | 26 | 26 | 17 | 9 |
Losing Trades | 22 | 13 | 9 | 44 | 18 | 26 |
Profitability (%) | 68.5714 | 62.8571 | 74.2857 | 37.1429 | 48.5714 | 25.7143 |
Ratio Avg Win / Avg Loss | 0.7856 | 1.3743 | 0.4414 | 0.695 | 4.441 | 0.8085 |
Largest Winning Trade | 131767 | 131767 | 38232 | 24508 | 18032 | 24508 |
Largest Losing Trade | -118288 | -47788 | -118288 | -167468 | -1125 | -167468 |
Avg Bars in Trades | 313 | 371 | 256 | 313 | 371 | 256 |
Avg Bars in Winners | 237 | 298 | 185 | 425 | 445 | 388 |
Avg Bars in Losers | 480 | 494 | 461 | 247 | 301 | 211 |
Bars Traded | 21974 | 12992 | 8982 | 21974 | 12992 | 8982 |
Profit Streak | 24.4009 | 0 | 344.9843 | 0 | 92.1509 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87478 | 439023 | -130991 | -684555 | -179996 | -607454 |
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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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