Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262563.6576 | 42897.4019 | 219666.2557 | 342983.5645 | -22641.7897 | 365625.3542 |
Total P&L (%) | 262.5637 | 42.8974 | 219.6663 | 342.9836 | -22.6418 | 365.6254 |
Avg Daily Profit (%) | 0.174 | 0.0284 | 0.1455 | 0.0987 | -0.017 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56038 | -45361 | -56038 | -184286 | -175039 | -184286 |
Profit Factor | 2.183 | 1.3743 | 3.0467 | 1.4931 | 0.9369 | 2.085 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 63.4921 | 51.6129 | 75 | 63.4921 | 51.6129 | 75 |
Ratio Avg Win / Avg Loss | 1.2552 | 1.2884 | 1.0156 | 0.8585 | 0.8783 | 0.695 |
Largest Winning Trade | 84263 | 84263 | 62530 | 141941 | 121820 | 141941 |
Largest Losing Trade | -56038 | -24454 | -56038 | -184286 | -73020 | -184286 |
Avg Bars in Trades | 65 | 38 | 92 | 65 | 38 | 92 |
Avg Bars in Winners | 77 | 36 | 104 | 77 | 36 | 104 |
Avg Bars in Losers | 44 | 39 | 54 | 44 | 39 | 54 |
Bars Traded | 4130 | 1178 | 2952 | 4130 | 1178 | 2952 |
Profit Streak | 25.8231 | 0 | 362.8231 | 25.8231 | 0 | 362.8231 |
Trades During Streak | 1 | 0 | 10 | 1 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138267 | -156169 | 383132 | -210372 | -580608 | -50978 |
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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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