Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349851.9996 | 96602.1364 | 253249.8631 | 847943.1715 | -182880.8592 | 1030824.0308 |
Total P&L (%) | 349.852 | 96.6021 | 253.2499 | 847.9432 | -182.8809 | 1030.824 |
Avg Daily Profit (%) | 0.21 | 0.058 | 0.152 | 0.1351 | 0 | 0.1457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68881 | -113939 | -14934 | -507618 | -541569 | -75548 |
Profit Factor | 2.2409 | 1.4331 | 5.3022 | 1.5254 | 0.8581 | 4.1711 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 61.9048 | 58.0645 | 65.625 | 61.9048 | 58.0645 | 65.625 |
Ratio Avg Win / Avg Loss | 1.379 | 1.035 | 2.7773 | 0.9387 | 0.6197 | 2.1849 |
Largest Winning Trade | 118071 | 118071 | 38163 | 273848 | 194434 | 273848 |
Largest Losing Trade | -40059 | -40059 | -14934 | -351102 | -351102 | -73843 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 56 | 51 | 61 | 56 | 51 | 61 |
Avg Bars in Losers | 104 | 98 | 111 | 104 | 98 | 111 |
Bars Traded | 4722 | 2215 | 2507 | 4722 | 2215 | 2507 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138596 | -113606 | 619932 | -161963 | -579772 | 396478 |
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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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