Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443408.8364 | 419942.179 | 23466.6574 | 49482.2893 | 90911.6703 | -41429.381 |
Total P&L (%) | 443.4088 | 419.9422 | 23.4667 | 49.4823 | 90.9117 | -41.4294 |
Avg Daily Profit (%) | 0.1926 | 0.1824 | 0.0102 | 0.0175 | 0.0281 | -0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156779 | -143498 | -21373 | -1394107 | -1194405 | -288459 |
Profit Factor | 2.2791 | 2.435 | 1.4345 | 1.0242 | 1.0534 | 0.8804 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 72.3077 | 75 | 69.697 | 72.3077 | 75 | 69.697 |
Ratio Avg Win / Avg Loss | 0.8728 | 0.8117 | 0.6237 | 0.3922 | 0.3511 | 0.3828 |
Largest Winning Trade | 312262 | 312262 | 12479 | 764019 | 764019 | 125881 |
Largest Losing Trade | -82030 | -82030 | -19762 | -1036662 | -1036662 | -288459 |
Avg Bars in Trades | 191 | 385 | 3 | 191 | 385 | 3 |
Avg Bars in Winners | 78 | 150 | 3 | 78 | 150 | 3 |
Avg Bars in Losers | 487 | 1090 | 5 | 487 | 1090 | 5 |
Bars Traded | 12467 | 12337 | 130 | 12467 | 12337 | 130 |
Profit Streak | 0 | 334.2133 | 0 | 0 | 334.2133 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123989 | 502056 | -181748 | -499625 | -314160 | -577971 |
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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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