Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315400.258 | 193105.0123 | 122295.2457 | -1157188.897 | -292413.1782 | -864775.7188 |
Total P&L (%) | 315.4003 | 193.105 | 122.2952 | -1157.1889 | -292.4132 | -864.7757 |
Avg Daily Profit (%) | 0.3075 | 0.1883 | 0.1192 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137088 | -77468 | -42138 | -1199371 | -444995 | -669860 |
Profit Factor | 1.7723 | 2.01 | 1.5631 | 0.3907 | 0.6517 | 0.1838 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 53 | 26 | 27 | 15 | 9 | 6 |
Losing Trades | 15 | 8 | 7 | 53 | 25 | 28 |
Profitability (%) | 77.9412 | 76.4706 | 79.4118 | 22.0588 | 26.4706 | 17.6471 |
Ratio Avg Win / Avg Loss | 0.5016 | 0.6185 | 0.4053 | 1.3804 | 1.8104 | 0.8578 |
Largest Winning Trade | 58830 | 58830 | 27490 | 240975 | 240975 | 99553 |
Largest Losing Trade | -137088 | -49575 | -137088 | -194915 | -172199 | -194915 |
Avg Bars in Trades | 43 | 50 | 36 | 43 | 50 | 36 |
Avg Bars in Winners | 24 | 25 | 24 | 103 | 121 | 75 |
Avg Bars in Losers | 110 | 133 | 83 | 26 | 25 | 28 |
Bars Traded | 2971 | 1720 | 1251 | 2971 | 1720 | 1251 |
Profit Streak | 38.6015 | 106.9348 | 38.6015 | 0 | 0 | 0 |
Trades During Streak | 4 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99247 | 481279 | -29018 | -735666 | -601350 | -643017 |
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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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