Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275606.4681 | -569.4512 | 276175.9193 | 251547.0389 | 146357.0302 | 105190.0087 |
Total P&L (%) | 275.6065 | -0.5695 | 276.1759 | 251.547 | 146.357 | 105.19 |
Avg Daily Profit (%) | 0.1802 | -0.0004 | 0.1805 | 0.0822 | 0.059 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129201 | -82230 | -83643 | -1510245 | -325474 | -1296767 |
Profit Factor | 1.8927 | 0.9968 | 3.1451 | 1.1083 | 1.1899 | 1.0677 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 22 | 16 | 6 | 22 | 16 | 6 |
Profitability (%) | 66.1538 | 51.5152 | 81.25 | 66.1538 | 51.5152 | 81.25 |
Ratio Avg Win / Avg Loss | 0.9684 | 0.9382 | 0.7258 | 0.567 | 1.1199 | 0.2464 |
Largest Winning Trade | 45216 | 33356 | 45216 | 291670 | 291670 | 284349 |
Largest Losing Trade | -73476 | -37270 | -73476 | -1255519 | -183904 | -1255519 |
Avg Bars in Trades | 120 | 78 | 163 | 120 | 78 | 163 |
Avg Bars in Winners | 95 | 66 | 113 | 95 | 66 | 113 |
Avg Bars in Losers | 169 | 91 | 378 | 169 | 91 | 378 |
Bars Traded | 7833 | 2600 | 5233 | 7833 | 2600 | 5233 |
Profit Streak | 0 | 0 | 217.8942 | 0 | 0 | 217.8942 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125638 | -580606 | 577712 | -320182 | -125654 | -272450 |
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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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