Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562681.6985 | 428090.1792 | 134591.5193 | -422158.5526 | -126490.7129 | -295667.8397 |
Total P&L (%) | 562.6817 | 428.0902 | 134.5915 | -422.1586 | -126.4907 | -295.6678 |
Avg Daily Profit (%) | 0.2989 | 0.2274 | 0.0715 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142543 | -76516 | -203756 | -760421 | -321580 | -561964 |
Profit Factor | 1.99 | 2.9565 | 1.385 | 0.6824 | 0.7389 | 0.65 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 49 | 25 | 24 | 23 | 11 | 12 |
Losing Trades | 19 | 9 | 10 | 45 | 23 | 22 |
Profitability (%) | 72.0588 | 73.5294 | 70.5882 | 33.8235 | 32.3529 | 35.2941 |
Ratio Avg Win / Avg Loss | 0.7716 | 1.0644 | 0.5771 | 1.3351 | 1.5449 | 1.1917 |
Largest Winning Trade | 158034 | 158034 | 48799 | 131245 | 72264 | 131245 |
Largest Losing Trade | -108219 | -53437 | -108219 | -416477 | -115834 | -416477 |
Avg Bars in Trades | 157 | 168 | 146 | 157 | 168 | 146 |
Avg Bars in Winners | 119 | 134 | 103 | 213 | 229 | 199 |
Avg Bars in Losers | 254 | 260 | 249 | 128 | 138 | 117 |
Bars Traded | 10696 | 5716 | 4980 | 10696 | 5716 | 4980 |
Profit Streak | 213.4992 | 213.4992 | 324.9992 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99345 | 590340 | -94503 | -699179 | -584880 | -584847 |
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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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