Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405905.9156 | 388125.9647 | 17779.9509 | 98640.4821 | 165674.686 | -67034.2039 |
Total P&L (%) | 405.9059 | 388.126 | 17.78 | 98.6405 | 165.6747 | -67.0342 |
Avg Daily Profit (%) | 0.1767 | 0.1689 | 0.0077 | 0.0299 | 0.0425 | -0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96489 | -135967 | -100858 | -176841 | -180812 | -122996 |
Profit Factor | 1.7019 | 2.3503 | 1.0611 | 1.1299 | 1.4335 | 0.8222 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 40.5797 | 40 | 41.1765 | 40.5797 | 40 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.4921 | 3.5255 | 1.5159 | 1.6545 | 2.1503 | 1.1746 |
Largest Winning Trade | 240547 | 240547 | 53045 | 145412 | 145412 | 57140 |
Largest Losing Trade | -33143 | -29318 | -33143 | -63800 | -50932 | -63800 |
Avg Bars in Trades | 122 | 113 | 133 | 122 | 113 | 133 |
Avg Bars in Winners | 204 | 196 | 212 | 204 | 196 | 212 |
Avg Bars in Losers | 67 | 57 | 77 | 67 | 57 | 77 |
Bars Traded | 8482 | 3960 | 4522 | 8482 | 3960 | 4522 |
Profit Streak | 85.9863 | 244.7363 | 0 | 85.9863 | 244.7363 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98736 | 320577 | -346479 | -338846 | -137011 | -582559 |
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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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