Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249046.3877 | 327564.2377 | -78517.85 | -149562.4991 | 104936.9387 | -254499.4378 |
Total P&L (%) | 249.0464 | 327.5642 | -78.5179 | -149.5625 | 104.9369 | -254.4994 |
Avg Daily Profit (%) | 0.1323 | 0.174 | -0.0417 | 0 | 0.0381 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201443 | -165122 | -135152 | -764451 | -695260 | -308783 |
Profit Factor | 1.4168 | 1.9568 | 0.6922 | 0.9068 | 1.1002 | 0.5433 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 16 | 19 | 33 | 15 | 18 |
Losing Trades | 28 | 15 | 13 | 30 | 16 | 14 |
Profitability (%) | 55.5556 | 51.6129 | 59.375 | 52.381 | 48.3871 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1335 | 1.8345 | 0.4736 | 0.8243 | 1.1736 | 0.4225 |
Largest Winning Trade | 304124 | 304124 | 39953 | 425633 | 425633 | 67595 |
Largest Losing Trade | -132742 | -50163 | -132742 | -328023 | -328023 | -215290 |
Avg Bars in Trades | 82 | 144 | 22 | 82 | 144 | 22 |
Avg Bars in Winners | 54 | 97 | 18 | 61 | 113 | 18 |
Avg Bars in Losers | 116 | 194 | 27 | 105 | 173 | 27 |
Bars Traded | 5181 | 4469 | 712 | 5181 | 4469 | 712 |
Profit Streak | 0 | 173.1164 | 0 | 58.7831 | 0 | 60.1164 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165909 | 441127 | -579317 | -730908 | -252948 | -579162 |
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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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