Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304094.2811 | 172300.993 | 131793.2881 | -680522.8822 | -146853.773 | -533669.1092 |
Total P&L (%) | 304.0943 | 172.301 | 131.7933 | -680.5229 | -146.8538 | -533.6691 |
Avg Daily Profit (%) | 0.2965 | 0.168 | 0.1285 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47910 | -81807 | -40309 | -554018 | -299893 | -407164 |
Profit Factor | 1.737 | 1.8275 | 1.6447 | 0.5622 | 0.8012 | 0.3456 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 18 | 24 | 22 | 14 | 8 |
Losing Trades | 23 | 14 | 9 | 43 | 18 | 25 |
Profitability (%) | 64.6154 | 56.25 | 72.7273 | 33.8462 | 43.75 | 24.2424 |
Ratio Avg Win / Avg Loss | 0.9512 | 1.4214 | 0.6168 | 1.0988 | 1.0301 | 1.0801 |
Largest Winning Trade | 56622 | 56622 | 29410 | 176251 | 140447 | 176251 |
Largest Losing Trade | -126504 | -40219 | -126504 | -198128 | -198128 | -126504 |
Avg Bars in Trades | 181 | 193 | 170 | 181 | 193 | 170 |
Avg Bars in Winners | 127 | 122 | 131 | 276 | 283 | 263 |
Avg Bars in Losers | 280 | 283 | 274 | 133 | 122 | 140 |
Bars Traded | 11803 | 6181 | 5622 | 11803 | 6181 | 5622 |
Profit Streak | 18.4572 | 0 | 148.2072 | 0 | 58.3739 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124582 | 377338 | -16824 | -721670 | -581013 | -612289 |
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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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