Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180350.8159 | 95355.3383 | 84995.4776 | 1111.3428 | -461120.4886 | 462231.8315 |
Total P&L (%) | 180.3508 | 95.3553 | 84.9955 | 1.1113 | -461.1205 | 462.2318 |
Avg Daily Profit (%) | 0.1772 | 0.0937 | 0.0835 | 0.0011 | 0 | 0.1698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218164 | -159750 | -72291 | -1061123 | -885241 | -281296 |
Profit Factor | 1.3737 | 1.3167 | 1.4681 | 1.0005 | 0.7199 | 1.6645 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 62.1212 | 57.5758 | 66.6667 | 62.1212 | 57.5758 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8376 | 0.9702 | 0.734 | 0.61 | 0.5304 | 0.8322 |
Largest Winning Trade | 67163 | 67163 | 25349 | 164183 | 164183 | 138465 |
Largest Losing Trade | -59112 | -41653 | -59112 | -445497 | -445497 | -281296 |
Avg Bars in Trades | 56 | 67 | 45 | 56 | 67 | 45 |
Avg Bars in Winners | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Losers | 84 | 103 | 60 | 84 | 103 | 60 |
Bars Traded | 3721 | 2225 | 1496 | 3721 | 2225 | 1496 |
Profit Streak | 0 | 113.223 | 0 | 0 | 113.223 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120634 | -67023 | -79847 | -705736 | -578467 | 355463 |
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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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