Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729893.0767 | 694997.1011 | 34895.9756 | 10192.8364 | 78171.3773 | -67978.5409 |
Total P&L (%) | 729.8931 | 694.9971 | 34.896 | 10.1928 | 78.1714 | -67.9785 |
Avg Daily Profit (%) | 0.3171 | 0.3019 | 0.0152 | 0.0042 | 0.0251 | -0.0495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212281 | -201210 | -30137 | -524543 | -436923 | -98500 |
Profit Factor | 2.8379 | 3.056 | 1.5903 | 1.015 | 1.1403 | 0.448 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 36.5079 | 32.2581 | 40.625 | 36.5079 | 32.2581 | 40.625 |
Ratio Avg Win / Avg Loss | 4.9354 | 6.4177 | 2.3243 | 1.7652 | 2.3946 | 0.6548 |
Largest Winning Trade | 793449 | 793449 | 25400 | 496667 | 496667 | 8818 |
Largest Losing Trade | -63760 | -63760 | -15777 | -300332 | -300332 | -88235 |
Avg Bars in Trades | 140 | 279 | 6 | 140 | 279 | 6 |
Avg Bars in Winners | 253 | 575 | 6 | 253 | 575 | 6 |
Avg Bars in Losers | 75 | 139 | 5 | 75 | 139 | 5 |
Bars Traded | 8870 | 8678 | 192 | 8870 | 8678 | 192 |
Profit Streak | 0 | 118.0245 | 0 | 0 | 118.0245 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142068 | 301380 | -175701 | -706427 | -230845 | -584178 |
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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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