Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585196.8634 | 639131.0302 | -53934.1669 | -17582.1166 | 308826.3153 | -326408.4319 |
Total P&L (%) | 585.1969 | 639.131 | -53.9342 | -17.5821 | 308.8263 | -326.4084 |
Avg Daily Profit (%) | 0.313 | 0.3418 | -0.0288 | -0.0103 | 0.0753 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -355006 | -195248 | -171486 | -576554 | -300451 | -298845 |
Profit Factor | 1.8627 | 2.5797 | 0.803 | 0.9758 | 1.8535 | 0.1024 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 36.0656 | 38.7097 | 33.3333 | 36.0656 | 38.7097 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.302 | 4.0845 | 1.606 | 1.7298 | 2.9347 | 0.2048 |
Largest Winning Trade | 384380 | 384380 | 56428 | 384380 | 384380 | 12919 |
Largest Losing Trade | -59520 | -51707 | -59520 | -149510 | -149510 | -134559 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 147 | 153 | 140 | 147 | 153 | 140 |
Avg Bars in Losers | 50 | 52 | 48 | 50 | 52 | 48 |
Bars Traded | 5209 | 2834 | 2375 | 5209 | 2834 | 2375 |
Profit Streak | 321.6269 | 334.6269 | 321.6269 | 321.6269 | 334.6269 | 321.6269 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157771 | 398975 | -583562 | -748310 | -91919 | -586340 |
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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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