Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344598.4098 | 374255.6114 | -29657.2017 | -102845.209 | -64981.4609 | -37863.7482 |
Total P&L (%) | 344.5984 | 374.2556 | -29.6572 | -102.8452 | -64.9815 | -37.8637 |
Avg Daily Profit (%) | 0.1422 | 0.1545 | -0.0122 | 0 | -0.0433 | -0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142482 | -98352 | -155117 | -96512 | -50172 | -54837 |
Profit Factor | 1.6545 | 2.5869 | 0.898 | 0.3378 | 0.092 | 0.5478 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 11 | 13 | 31 | 15 | 16 |
Losing Trades | 34 | 18 | 16 | 27 | 14 | 13 |
Profitability (%) | 41.3793 | 37.931 | 44.8276 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.3439 | 4.2332 | 1.1052 | 0.2942 | 0.0859 | 0.4451 |
Largest Winning Trade | 414740 | 414740 | 58092 | 32877 | 1616 | 32877 |
Largest Losing Trade | -101759 | -40259 | -101759 | -53647 | -35528 | -53647 |
Avg Bars in Trades | 80 | 54 | 106 | 80 | 54 | 106 |
Avg Bars in Winners | 129 | 89 | 163 | 56 | 31 | 78 |
Avg Bars in Losers | 46 | 32 | 60 | 109 | 79 | 141 |
Bars Traded | 4682 | 1580 | 3102 | 4682 | 1580 | 3102 |
Profit Streak | 22.6929 | 69.6929 | 22.6929 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181432 | 316615 | -580630 | -759830 | -580331 | -580162 |
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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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