Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345003.1048 | 306339.667 | 38663.4377 | 120612.2988 | 264144.9868 | -143532.6881 |
Total P&L (%) | 345.0031 | 306.3397 | 38.6634 | 120.6123 | 264.145 | -143.5327 |
Avg Daily Profit (%) | 0.2164 | 0.1922 | 0.0243 | 0.0496 | 0.0811 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107076 | -55372 | -122190 | -175203 | -122855 | -244989 |
Profit Factor | 1.7285 | 2.8881 | 1.1242 | 1.143 | 1.9594 | 0.7474 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40 | 39.3939 | 40.625 | 40 | 39.3939 | 40.625 |
Ratio Avg Win / Avg Loss | 2.5927 | 4.4432 | 1.643 | 1.7145 | 3.0145 | 1.0923 |
Largest Winning Trade | 202980 | 202980 | 66667 | 194231 | 194231 | 109295 |
Largest Losing Trade | -41286 | -27918 | -41286 | -87742 | -38282 | -87742 |
Avg Bars in Trades | 138 | 36 | 243 | 138 | 36 | 243 |
Avg Bars in Winners | 281 | 60 | 502 | 281 | 60 | 502 |
Avg Bars in Losers | 42 | 21 | 65 | 42 | 21 | 65 |
Bars Traded | 8990 | 1211 | 7779 | 8990 | 1211 | 7779 |
Profit Streak | 0 | 0 | 138.5418 | 0 | 0 | 138.5418 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129128 | 321077 | -248352 | -328894 | -85097 | -581828 |
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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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