Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401038.7663 | 355139.9571 | 45898.8092 | 24602.9232 | 89549.909 | -64946.9857 |
Total P&L (%) | 401.0388 | 355.14 | 45.8988 | 24.6029 | 89.5499 | -64.947 |
Avg Daily Profit (%) | 0.1747 | 0.1547 | 0.02 | 0.0096 | 0.0279 | -0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109294 | -124716 | -92365 | -621128 | -609916 | -432088 |
Profit Factor | 1.6515 | 2.0732 | 1.1612 | 1.0115 | 1.0751 | 0.9311 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 49.2308 | 45.4545 | 53.125 | 49.2308 | 45.4545 | 53.125 |
Ratio Avg Win / Avg Loss | 1.7031 | 2.4879 | 1.0246 | 1.0431 | 1.2901 | 0.8215 |
Largest Winning Trade | 262858 | 262858 | 56072 | 351143 | 351143 | 184345 |
Largest Losing Trade | -39816 | -38058 | -39816 | -275676 | -275676 | -160050 |
Avg Bars in Trades | 67 | 54 | 81 | 67 | 54 | 81 |
Avg Bars in Winners | 95 | 75 | 113 | 95 | 75 | 113 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 4410 | 1807 | 2603 | 4410 | 1807 | 2603 |
Profit Streak | 0 | 0 | 82.7674 | 0 | 0 | 82.7674 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125766 | 337779 | -210085 | -528000 | -295383 | -579847 |
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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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