Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353314.6255 | 155610.5439 | 197704.0816 | -232759.7774 | -453173.0653 | 220413.2879 |
Total P&L (%) | 353.3146 | 155.6105 | 197.7041 | -232.7598 | -453.1731 | 220.4133 |
Avg Daily Profit (%) | 0.3466 | 0.1527 | 0.194 | 0 | 0 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131213 | -85163 | -104503 | -1891141 | -983062 | -1130684 |
Profit Factor | 2.006 | 1.8928 | 2.1176 | 0.9308 | 0.7044 | 1.1204 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 18 | 24 | 36 | 16 | 20 |
Losing Trades | 20 | 13 | 7 | 26 | 15 | 11 |
Profitability (%) | 67.7419 | 58.0645 | 77.4194 | 58.0645 | 51.6129 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.9552 | 1.367 | 0.6176 | 0.6723 | 0.6604 | 0.6162 |
Largest Winning Trade | 73055 | 73055 | 44464 | 280439 | 159543 | 280439 |
Largest Losing Trade | -104503 | -42740 | -104503 | -876520 | -403181 | -876520 |
Avg Bars in Trades | 46 | 45 | 46 | 46 | 45 | 46 |
Avg Bars in Winners | 37 | 39 | 36 | 36 | 37 | 35 |
Avg Bars in Losers | 63 | 54 | 81 | 59 | 54 | 66 |
Bars Traded | 2860 | 1422 | 1438 | 2860 | 1422 | 1438 |
Profit Streak | 13.2439 | 0 | 142.5772 | 0 | 52.9106 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145686 | 385349 | 493769 | -738232 | -580045 | -128356 |
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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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