Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461529.0251 | 340537.2803 | 120991.7448 | 129256.2726 | 429951.1982 | -300694.9257 |
Total P&L (%) | 461.529 | 340.5373 | 120.9917 | 129.2563 | 429.9512 | -300.6949 |
Avg Daily Profit (%) | 0.2451 | 0.1808 | 0.0643 | 0.0441 | 0.0886 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122664 | -53529 | -85973 | -613156 | -93223 | -547344 |
Profit Factor | 2.0305 | 3.1616 | 1.4168 | 1.1426 | 3.118 | 0.5723 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.7647 | 61.7647 | 61.7647 | 61.7647 | 61.7647 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.257 | 1.9572 | 0.877 | 0.7074 | 1.9302 | 0.3543 |
Largest Winning Trade | 115915 | 115915 | 53040 | 275343 | 275343 | 142153 |
Largest Losing Trade | -84605 | -41481 | -84605 | -547188 | -73956 | -547188 |
Avg Bars in Trades | 51 | 35 | 67 | 51 | 35 | 67 |
Avg Bars in Winners | 48 | 26 | 69 | 48 | 26 | 69 |
Avg Bars in Losers | 56 | 49 | 63 | 56 | 49 | 63 |
Bars Traded | 3496 | 1202 | 2294 | 3496 | 1202 | 2294 |
Profit Streak | 42.2644 | 0 | 71.2644 | 42.2644 | 0 | 71.2644 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100669 | 540253 | -105936 | -310748 | -67206 | -578712 |
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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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