Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519377.3647 | 444848.6167 | 74528.7479 | 88721.1481 | 560224.8872 | -471503.7391 |
Total P&L (%) | 519.3774 | 444.8486 | 74.5287 | 88.7211 | 560.2249 | -471.5037 |
Avg Daily Profit (%) | 0.2396 | 0.2053 | 0.0344 | 0.0293 | 0.0871 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140052 | -102344 | -90295 | -1003505 | -579209 | -777336 |
Profit Factor | 1.9697 | 2.6493 | 1.2803 | 1.0253 | 1.3579 | 0.7565 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 49.2308 | 48.4848 | 50 | 49.2308 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 2.0313 | 2.8149 | 1.2803 | 1.0574 | 1.4427 | 0.7565 |
Largest Winning Trade | 409714 | 409714 | 50736 | 565559 | 565559 | 247688 |
Largest Losing Trade | -63293 | -47551 | -63293 | -695179 | -287223 | -695179 |
Avg Bars in Trades | 90 | 83 | 97 | 90 | 83 | 97 |
Avg Bars in Winners | 116 | 113 | 120 | 116 | 113 | 120 |
Avg Bars in Losers | 64 | 55 | 74 | 64 | 55 | 74 |
Bars Traded | 5879 | 2761 | 3118 | 5879 | 2761 | 3118 |
Profit Streak | 0 | 0 | 143.0532 | 0 | 0 | 143.0532 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124180 | 435785 | -146454 | -482684 | -76402 | -580238 |
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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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