Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771803.0128 | 822470.5997 | -50667.5869 | -102273.5757 | 115649.4486 | -217923.0243 |
Total P&L (%) | 771.803 | 822.4706 | -50.6676 | -102.2736 | 115.6494 | -217.923 |
Avg Daily Profit (%) | 0.3236 | 0.3449 | -0.0212 | 0 | 0.0322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263798 | -118369 | -186771 | -355284 | -24775 | -348571 |
Profit Factor | 1.9962 | 3.0876 | 0.8669 | 0.7856 | 2.0434 | 0.4047 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 17 | 18 | 28 | 15 | 13 |
Losing Trades | 23 | 12 | 11 | 30 | 14 | 16 |
Profitability (%) | 60.3448 | 58.6207 | 62.069 | 48.2759 | 51.7241 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.3118 | 2.1795 | 0.5298 | 0.8417 | 1.9072 | 0.4981 |
Largest Winning Trade | 569468 | 569468 | 70041 | 134314 | 134314 | 110595 |
Largest Losing Trade | -105079 | -77791 | -105079 | -340678 | -74065 | -340678 |
Avg Bars in Trades | 119 | 123 | 114 | 119 | 123 | 114 |
Avg Bars in Winners | 127 | 130 | 124 | 124 | 125 | 123 |
Avg Bars in Losers | 105 | 113 | 97 | 113 | 121 | 106 |
Bars Traded | 6903 | 3587 | 3316 | 6903 | 3587 | 3316 |
Profit Streak | 69.8156 | 86.8156 | 69.8156 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164798 | 635193 | -577890 | -760948 | -145784 | -582844 |
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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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