Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485746.3142 | 443913.5074 | 41832.8068 | 10600.0988 | 82189.2398 | -71589.141 |
Total P&L (%) | 485.7463 | 443.9135 | 41.8328 | 10.6001 | 82.1892 | -71.5891 |
Avg Daily Profit (%) | 0.2118 | 0.1936 | 0.0182 | 0.0044 | 0.0262 | -0.0549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136063 | -90905 | -113527 | -223781 | -109779 | -194550 |
Profit Factor | 1.7775 | 2.3331 | 1.1434 | 1.0185 | 1.3067 | 0.765 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 61.3333 | 55.2632 | 67.5676 | 61.3333 | 55.2632 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.1206 | 1.8887 | 0.5488 | 0.6421 | 1.0578 | 0.3672 |
Largest Winning Trade | 306418 | 306418 | 33052 | 200435 | 200435 | 51362 |
Largest Losing Trade | -59016 | -49207 | -59016 | -194550 | -77501 | -194550 |
Avg Bars in Trades | 59 | 72 | 44 | 59 | 72 | 44 |
Avg Bars in Winners | 57 | 71 | 45 | 57 | 71 | 45 |
Avg Bars in Losers | 62 | 74 | 44 | 62 | 74 | 44 |
Bars Traded | 4431 | 2772 | 1659 | 4431 | 2772 | 1659 |
Profit Streak | 0 | 0 | 78.0297 | 0 | 0 | 78.0297 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49549 | 457356 | -232176 | -595419 | -157107 | -577937 |
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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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