Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402379.5555 | 377074.1885 | 25305.3669 | -349592.9183 | -89957.612 | -259635.3063 |
Total P&L (%) | 402.3796 | 377.0742 | 25.3054 | -349.5929 | -89.9576 | -259.6353 |
Avg Daily Profit (%) | 0.2149 | 0.2014 | 0.0135 | 0 | -0.1227 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176745 | -94560 | -172816 | -414733 | -223694 | -249945 |
Profit Factor | 1.6431 | 2.6863 | 1.0629 | 0.5461 | 0.7301 | 0.4057 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 18 | 21 | 30 | 18 | 12 |
Losing Trades | 29 | 16 | 13 | 38 | 16 | 22 |
Profitability (%) | 57.3529 | 52.9412 | 61.7647 | 44.1176 | 52.9412 | 35.2941 |
Ratio Avg Win / Avg Loss | 1.2218 | 2.3878 | 0.658 | 0.6917 | 0.6489 | 0.7439 |
Largest Winning Trade | 157316 | 157316 | 59522 | 50760 | 50760 | 34841 |
Largest Losing Trade | -127241 | -28857 | -127241 | -117041 | -81997 | -117041 |
Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
Avg Bars in Winners | 95 | 96 | 94 | 58 | 54 | 64 |
Avg Bars in Losers | 57 | 51 | 65 | 95 | 98 | 93 |
Bars Traded | 5377 | 2550 | 2827 | 5377 | 2550 | 2827 |
Profit Streak | 0 | 0 | 56.9255 | 43.5921 | 63.9255 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102798 | 472369 | -329217 | -696289 | -579440 | -586514 |
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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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