Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372712.9769 | 475572.2032 | -102859.2263 | -96359.7007 | 461681.9033 | -558041.604 |
Total P&L (%) | 372.713 | 475.5722 | -102.8592 | -96.3597 | 461.6819 | -558.0416 |
Avg Daily Profit (%) | 0.1941 | 0.2476 | -0.0536 | -0.1724 | 0.0899 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196145 | -144765 | -124261 | -485727 | -97619 | -222489 |
Profit Factor | 1.5019 | 2.3335 | 0.7335 | 0.8884 | 3.7692 | 0.1991 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 53.0303 | 57.5758 | 48.4848 | 53.0303 | 57.5758 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.3303 | 1.7194 | 0.7793 | 0.7869 | 2.7773 | 0.2115 |
Largest Winning Trade | 389234 | 389234 | 44130 | 389234 | 389234 | 30700 |
Largest Losing Trade | -92142 | -72341 | -92142 | -335686 | -34772 | -335686 |
Avg Bars in Trades | 54 | 80 | 28 | 54 | 80 | 28 |
Avg Bars in Winners | 58 | 74 | 40 | 58 | 74 | 40 |
Avg Bars in Losers | 49 | 88 | 17 | 49 | 88 | 17 |
Bars Traded | 3595 | 2646 | 949 | 3595 | 2646 | 949 |
Profit Streak | 72.763 | 0 | 139.763 | 72.763 | 0 | 139.763 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118660 | 483453 | -580543 | -708327 | -65088 | -580543 |
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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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