Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387956.2914 | 383977.8187 | 3978.4727 | 25706.0104 | 71011.5465 | -45305.5361 |
Total P&L (%) | 387.9563 | 383.9778 | 3.9785 | 25.706 | 71.0115 | -45.3055 |
Avg Daily Profit (%) | 0.1686 | 0.1668 | 0.0017 | 0.0099 | 0.0233 | -0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176449 | -178949 | -15890 | -595124 | -586467 | -69687 |
Profit Factor | 1.9816 | 2.0729 | 1.1065 | 1.0263 | 1.0814 | 0.5697 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 50 | 57.5758 | 53.8462 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.6985 | 2.0729 | 0.8153 | 0.8797 | 1.0814 | 0.4198 |
Largest Winning Trade | 264442 | 264442 | 5323 | 381710 | 381710 | 11107 |
Largest Losing Trade | -65087 | -65087 | -6958 | -334684 | -334684 | -39531 |
Avg Bars in Trades | 65 | 132 | 1 | 65 | 132 | 1 |
Avg Bars in Winners | 47 | 101 | 1 | 47 | 101 | 1 |
Avg Bars in Losers | 87 | 162 | 1 | 87 | 162 | 1 |
Bars Traded | 4274 | 4233 | 41 | 4274 | 4233 | 41 |
Profit Streak | 40.236 | 0 | 75.736 | 40.236 | 0 | 75.736 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123836 | 404865 | -459556 | -511275 | -292761 | -578985 |
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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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