Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406637.6737 | 451452.4796 | -44814.8059 | -116067.1201 | 1061756.8172 | -1177823.9373 |
Total P&L (%) | 406.6377 | 451.4525 | -44.8148 | -116.0671 | 1061.7568 | -1177.8239 |
Avg Daily Profit (%) | 0.1679 | 0.1864 | -0.0185 | 0 | 0.1013 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239567 | -132230 | -187655 | -1107710 | -177033 | -1269969 |
Profit Factor | 1.5724 | 2.5327 | 0.8922 | 0.9384 | 4.0571 | 0.2338 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 13 | 17 | 35 | 19 | 16 |
Losing Trades | 34 | 19 | 15 | 29 | 13 | 16 |
Profitability (%) | 46.875 | 40.625 | 53.125 | 54.6875 | 59.375 | 50 |
Ratio Avg Win / Avg Loss | 1.782 | 3.7016 | 0.7873 | 0.7775 | 2.7759 | 0.2338 |
Largest Winning Trade | 355135 | 355135 | 64710 | 717940 | 717940 | 97999 |
Largest Losing Trade | -112390 | -33113 | -112390 | -736098 | -131890 | -736098 |
Avg Bars in Trades | 219 | 199 | 238 | 219 | 199 | 238 |
Avg Bars in Winners | 314 | 303 | 323 | 223 | 194 | 257 |
Avg Bars in Losers | 134 | 128 | 143 | 214 | 206 | 220 |
Bars Traded | 14035 | 6388 | 7647 | 14035 | 6388 | 7647 |
Profit Streak | 0 | 0 | 0 | 162.1352 | 283.6352 | 162.1352 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134509 | 311570 | -580405 | -722258 | -47660 | -579844 |
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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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