Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421109.6216 | 550042.4665 | -128932.8449 | -137300.2057 | -14361.1179 | -122939.0878 |
Total P&L (%) | 421.1096 | 550.0425 | -128.9328 | -137.3002 | -14.3611 | -122.9391 |
Avg Daily Profit (%) | 0.1784 | 0.2331 | -0.0546 | 0 | -0.0066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308532 | -87585 | -316691 | -209576 | -71013 | -157176 |
Profit Factor | 1.6149 | 3.211 | 0.7043 | 0.577 | 0.8665 | 0.4335 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 30 | 15 | 15 |
Losing Trades | 32 | 17 | 15 | 33 | 17 | 16 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 47.619 | 46.875 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.667 | 3.6391 | 0.6603 | 0.6347 | 0.9821 | 0.4624 |
Largest Winning Trade | 608788 | 608788 | 57107 | 21526 | 16007 | 21526 |
Largest Losing Trade | -157581 | -45566 | -157581 | -77171 | -27702 | -77171 |
Avg Bars in Trades | 66 | 52 | 82 | 66 | 52 | 82 |
Avg Bars in Winners | 92 | 62 | 120 | 35 | 35 | 36 |
Avg Bars in Losers | 42 | 43 | 41 | 95 | 66 | 125 |
Bars Traded | 4220 | 1665 | 2555 | 4220 | 1665 | 2555 |
Profit Streak | 0 | 0 | 0 | 126.0511 | 133.5511 | 126.0511 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140814 | 475560 | -580608 | -731284 | -580641 | -580486 |
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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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