Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339017.9658 | 42428.8172 | 296589.1486 | -222907.7465 | -443479.1224 | 220571.3758 |
Total P&L (%) | 339.018 | 42.4288 | 296.5891 | -222.9077 | -443.4791 | 220.5714 |
Avg Daily Profit (%) | 0.2216 | 0.0277 | 0.1939 | 0 | 0 | 0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103305 | -51938 | -103305 | -1617242 | -714555 | -1406020 |
Profit Factor | 2.1889 | 1.3556 | 2.7884 | 0.9152 | 0.5429 | 1.1329 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 42 | 18 | 24 | 31 | 12 | 19 |
Losing Trades | 21 | 14 | 7 | 32 | 20 | 12 |
Profitability (%) | 66.6667 | 56.25 | 77.4194 | 49.2063 | 37.5 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0945 | 1.0544 | 0.8133 | 0.9447 | 0.9049 | 0.7155 |
Largest Winning Trade | 35013 | 32738 | 35013 | 277770 | 125594 | 277770 |
Largest Losing Trade | -103305 | -34656 | -103305 | -1344793 | -478327 | -1344793 |
Avg Bars in Trades | 139 | 44 | 238 | 139 | 44 | 238 |
Avg Bars in Winners | 108 | 33 | 164 | 139 | 39 | 203 |
Avg Bars in Losers | 202 | 59 | 488 | 139 | 47 | 293 |
Bars Traded | 8813 | 1433 | 7380 | 8813 | 1433 | 7380 |
Profit Streak | 11.2592 | 101.7592 | 0 | 0 | 0 | 104.9259 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137343 | -156067 | 490578 | -732086 | -585671 | -165199 |
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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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