Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495869.9788 | 489743.9905 | 6125.9883 | 160827.6908 | 286358.31 | -125530.6191 |
Total P&L (%) | 495.87 | 489.744 | 6.126 | 160.8277 | 286.3583 | -125.5306 |
Avg Daily Profit (%) | 0.2649 | 0.2616 | 0.0033 | 0.0512 | 0.0722 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160639 | -85208 | -156148 | -265873 | -106854 | -201510 |
Profit Factor | 1.8565 | 2.6799 | 1.0213 | 1.3387 | 2.3617 | 0.5255 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 38.806 | 38.2353 | 39.3939 | 38.806 | 38.2353 | 39.3939 |
Ratio Avg Win / Avg Loss | 2.9275 | 4.3291 | 1.5713 | 2.111 | 3.815 | 0.8084 |
Largest Winning Trade | 247021 | 247021 | 57908 | 197524 | 197524 | 42750 |
Largest Losing Trade | -40911 | -36590 | -40911 | -79474 | -55989 | -79474 |
Avg Bars in Trades | 51 | 46 | 57 | 51 | 46 | 57 |
Avg Bars in Winners | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 3469 | 1584 | 1885 | 3469 | 1584 | 1885 |
Profit Streak | 323.0439 | 360.0439 | 323.0439 | 323.0439 | 360.0439 | 323.0439 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112545 | 360367 | -553376 | -247319 | -95255 | -583961 |
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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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