Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396476.3127 | 245309.2332 | 151167.0795 | -707552.0417 | -195026.9183 | -512525.1234 |
Total P&L (%) | 396.4763 | 245.3092 | 151.1671 | -707.552 | -195.0269 | -512.5251 |
Avg Daily Profit (%) | 0.3866 | 0.2392 | 0.1474 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117633 | -109145 | -46123 | -751917 | -358983 | -342703 |
Profit Factor | 1.9306 | 2.1221 | 1.7287 | 0.4458 | 0.6699 | 0.2527 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 21 | 24 | 23 | 14 | 9 |
Losing Trades | 23 | 13 | 10 | 45 | 20 | 25 |
Profitability (%) | 66.1765 | 61.7647 | 70.5882 | 33.8235 | 41.1765 | 26.4706 |
Ratio Avg Win / Avg Loss | 0.9867 | 1.3137 | 0.7203 | 0.8722 | 0.957 | 0.7019 |
Largest Winning Trade | 74844 | 74844 | 27102 | 114176 | 88281 | 114176 |
Largest Losing Trade | -117633 | -49177 | -117633 | -189149 | -189149 | -169821 |
Avg Bars in Trades | 43 | 52 | 35 | 43 | 52 | 35 |
Avg Bars in Winners | 33 | 37 | 30 | 61 | 74 | 41 |
Avg Bars in Losers | 64 | 77 | 47 | 34 | 36 | 33 |
Bars Traded | 2987 | 1782 | 1205 | 2987 | 1782 | 1205 |
Profit Streak | 19.2682 | 0 | 41.2682 | 0 | 57.9348 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100740 | 445984 | 266610 | -700846 | -583665 | -604128 |
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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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