Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673319.6115 | 596903.3883 | 76416.2232 | -10674.0146 | -124535.4442 | 113861.4297 |
Total P&L (%) | 673.3196 | 596.9034 | 76.4162 | -10.674 | -124.5354 | 113.8614 |
Avg Daily Profit (%) | 0.2859 | 0.2534 | 0.0324 | -0.0048 | 0 | 0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187625 | -73500 | -192235 | -130765 | -155703 | -105719 |
Profit Factor | 2.1136 | 3.0545 | 1.2433 | 0.9809 | 0.6309 | 1.5126 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 47.6923 | 42.4242 | 53.125 | 47.6923 | 42.4242 | 53.125 |
Ratio Avg Win / Avg Loss | 2.3181 | 4.1453 | 1.097 | 1.0759 | 0.8562 | 1.3346 |
Largest Winning Trade | 518343 | 518343 | 62647 | 55051 | 45418 | 55051 |
Largest Losing Trade | -88599 | -32040 | -88599 | -56885 | -49873 | -56885 |
Avg Bars in Trades | 213 | 161 | 266 | 213 | 161 | 266 |
Avg Bars in Winners | 306 | 239 | 361 | 306 | 239 | 361 |
Avg Bars in Losers | 128 | 104 | 158 | 128 | 104 | 158 |
Bars Traded | 13851 | 5336 | 8515 | 13851 | 5336 | 8515 |
Profit Streak | 0 | 0 | 77.5386 | 0 | 0 | 77.5386 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124105 | 408913 | -148877 | -716008 | -583748 | -147451 |
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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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