Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661600.6488 | 534978.4852 | 126622.1636 | -365000.5669 | 22944.7377 | -387945.3047 |
Total P&L (%) | 661.6006 | 534.9785 | 126.6222 | -365.0006 | 22.9447 | -387.9453 |
Avg Daily Profit (%) | 0.341 | 0.2758 | 0.0653 | 0 | 0.0106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117914 | -52349 | -121946 | -684166 | -177914 | -546808 |
Profit Factor | 2.3139 | 3.259 | 1.4747 | 0.6783 | 1.0573 | 0.4714 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 14 | 23 | 38 | 23 | 15 |
Losing Trades | 39 | 24 | 15 | 38 | 15 | 23 |
Profitability (%) | 48.6842 | 36.8421 | 60.5263 | 50 | 60.5263 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.4389 | 5.5869 | 0.9618 | 0.6783 | 0.6895 | 0.7228 |
Largest Winning Trade | 468032 | 468032 | 51151 | 88917 | 74346 | 88917 |
Largest Losing Trade | -108884 | -30152 | -108884 | -167894 | -92983 | -167894 |
Avg Bars in Trades | 47 | 34 | 61 | 47 | 34 | 61 |
Avg Bars in Winners | 72 | 56 | 83 | 24 | 20 | 31 |
Avg Bars in Losers | 24 | 22 | 27 | 71 | 56 | 80 |
Bars Traded | 3642 | 1315 | 2326 | 3642 | 1315 | 2326 |
Profit Streak | 0 | 0 | 32.5356 | 12.0356 | 148.0356 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40640 | 353203 | -104377 | -633932 | -339931 | -584858 |
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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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