Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255585.6446 | 49374.5108 | 206211.1338 | 451214.7287 | -75972.7468 | 527187.4755 |
Total P&L (%) | 255.5856 | 49.3745 | 206.2111 | 451.2147 | -75.9727 | 527.1875 |
Avg Daily Profit (%) | 0.2467 | 0.0477 | 0.199 | 0.1649 | -0.1375 | 0.1774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58598 | -48625 | -45627 | -301305 | -222100 | -205728 |
Profit Factor | 2.0868 | 1.3652 | 3.0627 | 1.496 | 0.8536 | 2.3494 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 49.2537 | 38.2353 | 60.6061 | 49.2537 | 38.2353 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.15 | 2.2053 | 1.9907 | 1.5413 | 1.379 | 1.5271 |
Largest Winning Trade | 73569 | 73569 | 68101 | 256363 | 73569 | 256363 |
Largest Losing Trade | -35841 | -16331 | -35841 | -205728 | -91559 | -205728 |
Avg Bars in Trades | 43 | 24 | 63 | 43 | 24 | 63 |
Avg Bars in Winners | 61 | 30 | 81 | 61 | 30 | 81 |
Avg Bars in Losers | 26 | 21 | 36 | 26 | 21 | 36 |
Bars Traded | 2943 | 844 | 2099 | 2943 | 844 | 2099 |
Profit Streak | 0 | 0 | 16.7483 | 0 | 0 | 16.7483 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109302 | -133371 | 553910 | -111576 | -583425 | 512689 |
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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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