Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264776.6812 | 282323 | -17546.3187 | -21941.2599 | 94463.3863 | -116404.6463 |
Total P&L (%) | 264.7767 | 282.323 | -17.5463 | -21.9413 | 94.4634 | -116.4046 |
Avg Daily Profit (%) | 0.1421 | 0.1515 | -0.0094 | -0.0133 | 0.0357 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80141 | -123171 | -79423 | -69072 | -58179 | -69063 |
Profit Factor | 1.4667 | 2.3386 | 0.9508 | 0.9422 | 1.8284 | 0.5612 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 41.9355 | 45.1613 | 38.7097 | 41.9355 | 45.1613 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.0308 | 2.8398 | 1.5054 | 1.3045 | 2.2202 | 0.8886 |
Largest Winning Trade | 134152 | 134152 | 63309 | 49696 | 49696 | 26920 |
Largest Losing Trade | -68718 | -32721 | -68718 | -68718 | -18484 | -68718 |
Avg Bars in Trades | 114 | 108 | 121 | 114 | 108 | 121 |
Avg Bars in Winners | 206 | 191 | 223 | 206 | 191 | 223 |
Avg Bars in Losers | 49 | 40 | 56 | 49 | 40 | 56 |
Bars Traded | 7127 | 3362 | 3765 | 7127 | 3362 | 3765 |
Profit Streak | 56.3759 | 188.6259 | 0 | 56.3759 | 188.6259 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162522 | 399484 | -582430 | -740463 | -142312 | -585208 |
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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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