Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96700.514 | -55677.767 | 152378.281 | 344.4933 | -88315.7069 | 88660.2002 |
Total P&L (%) | 96.7005 | -55.6778 | 152.3783 | 0.3445 | -88.3157 | 88.6602 |
Avg Daily Profit (%) | 0.094 | -0.0541 | 0.1482 | 0.0003 | -0.2086 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62188 | -104322 | -47976 | -102957 | -120213 | -62148 |
Profit Factor | 1.2525 | 0.7539 | 1.9728 | 1.001 | 0.5757 | 1.5843 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 50.7937 | 35.4839 | 65.625 | 50.7937 | 35.4839 | 65.625 |
Ratio Avg Win / Avg Loss | 1.2134 | 1.3708 | 1.0334 | 0.9697 | 1.0467 | 0.8299 |
Largest Winning Trade | 53102 | 48834 | 53102 | 31097 | 31097 | 31065 |
Largest Losing Trade | -30860 | -30860 | -27565 | -34758 | -34758 | -32422 |
Avg Bars in Trades | 60 | 39 | 80 | 60 | 39 | 80 |
Avg Bars in Winners | 75 | 37 | 94 | 75 | 37 | 94 |
Avg Bars in Losers | 45 | 40 | 53 | 45 | 40 | 53 |
Bars Traded | 3805 | 1224 | 2581 | 3805 | 1224 | 2581 |
Profit Streak | 58.0083 | 58.0083 | 76.7583 | 58.0083 | 58.0083 | 76.7583 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -216923 | -583399 | 393407 | -728583 | -583399 | -106805 |
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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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