Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415507.2259 | 292061.9013 | 123445.3246 | -1131986.8977 | -406239.472 | -725747.4258 |
Total P&L (%) | 415.5072 | 292.0619 | 123.4453 | -1131.9869 | -406.2395 | -725.7474 |
Avg Daily Profit (%) | 0.4026 | 0.283 | 0.1196 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150284 | -84114 | -80205 | -1181376 | -512044 | -545417 |
Profit Factor | 1.7888 | 2.0492 | 1.497 | 0.3018 | 0.471 | 0.1496 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 18 | 23 | 29 | 18 | 11 |
Losing Trades | 29 | 17 | 12 | 41 | 17 | 24 |
Profitability (%) | 58.5714 | 51.4286 | 65.7143 | 41.4286 | 51.4286 | 31.4286 |
Ratio Avg Win / Avg Loss | 1.2652 | 1.9353 | 0.781 | 0.4267 | 0.4448 | 0.3264 |
Largest Winning Trade | 163600 | 163600 | 31825 | 60756 | 60756 | 44856 |
Largest Losing Trade | -136781 | -44672 | -136781 | -291223 | -291223 | -204337 |
Avg Bars in Trades | 42 | 48 | 37 | 42 | 48 | 37 |
Avg Bars in Winners | 36 | 40 | 33 | 49 | 55 | 40 |
Avg Bars in Losers | 51 | 56 | 44 | 37 | 40 | 35 |
Bars Traded | 2993 | 1691 | 1302 | 2993 | 1691 | 1302 |
Profit Streak | 105.9106 | 105.9106 | 291.2439 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84247 | 495208 | -30190 | -682888 | -580602 | -588009 |
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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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