Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220190.0018 | 314864.722 | -94674.7202 | -108391.6967 | 479805.8192 | -588197.5159 |
Total P&L (%) | 220.19 | 314.8647 | -94.6747 | -108.3917 | 479.8058 | -588.1975 |
Avg Daily Profit (%) | 0.1147 | 0.1639 | -0.0493 | 0 | 0.0916 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239556 | -101098 | -160709 | -550339 | -138821 | -620800 |
Profit Factor | 1.2974 | 2.1002 | 0.7915 | 0.9268 | 2.1744 | 0.4517 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 20 | 14 | 38 | 22 | 16 |
Losing Trades | 35 | 14 | 21 | 31 | 12 | 19 |
Profitability (%) | 49.2754 | 58.8235 | 40 | 55.0725 | 64.7059 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.3356 | 1.4701 | 1.1873 | 0.7561 | 1.186 | 0.5364 |
Largest Winning Trade | 265854 | 265854 | 53253 | 214541 | 214541 | 111509 |
Largest Losing Trade | -108923 | -35957 | -108923 | -388459 | -98481 | -388459 |
Avg Bars in Trades | 54 | 32 | 75 | 54 | 32 | 75 |
Avg Bars in Winners | 77 | 39 | 132 | 66 | 39 | 102 |
Avg Bars in Losers | 30 | 21 | 37 | 39 | 17 | 52 |
Bars Traded | 3729 | 1090 | 2639 | 3729 | 1090 | 2639 |
Profit Streak | 0 | 68.7629 | 0 | 7.2629 | 0 | 8.2629 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146428 | 427688 | -583009 | -685438 | -65816 | -581781 |
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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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