Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479234.1162 | 414870.6172 | 64363.499 | 289799.5645 | -58090.8335 | 347890.398 |
Total P&L (%) | 479.2341 | 414.8706 | 64.3635 | 289.7996 | -58.0908 | 347.8904 |
Avg Daily Profit (%) | 0.2506 | 0.2169 | 0.0337 | 0.0712 | -0.0455 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137434 | -102114 | -80394 | -620685 | -557489 | -244146 |
Profit Factor | 2.0128 | 2.6526 | 1.2897 | 1.142 | 0.954 | 1.4477 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 37.0968 | 41.9355 | 32.2581 | 37.0968 | 41.9355 | 32.2581 |
Ratio Avg Win / Avg Loss | 3.413 | 3.6728 | 2.7084 | 1.9365 | 1.321 | 3.0403 |
Largest Winning Trade | 230361 | 230361 | 55847 | 338843 | 338843 | 245599 |
Largest Losing Trade | -35418 | -35418 | -26828 | -283999 | -283999 | -82945 |
Avg Bars in Trades | 179 | 152 | 205 | 179 | 152 | 205 |
Avg Bars in Winners | 302 | 257 | 360 | 302 | 257 | 360 |
Avg Bars in Losers | 106 | 77 | 131 | 106 | 77 | 131 |
Bars Traded | 11110 | 4742 | 6368 | 11110 | 4742 | 6368 |
Profit Streak | 0 | 0 | 77.4215 | 0 | 0 | 77.4215 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151917 | 347373 | -153559 | -324907 | -582287 | -92516 |
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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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