Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722688.0355 | 718973.5796 | 3714.4559 | 461432.4285 | 763140.736 | -301708.3075 |
Total P&L (%) | 722.688 | 718.9736 | 3.7145 | 461.4324 | 763.1407 | -301.7083 |
Avg Daily Profit (%) | 0.4 | 0.398 | 0.0021 | 0.0956 | 0.1194 | 0 |
Buy And Hold Return (%) | 261.399 | 261.399 | 261.399 | 261.399 | 261.399 | 261.399 |
Max Trade Drawdown | -108978 | -80968 | -122649 | -1351660 | -998099 | -478863 |
Profit Factor | 2.2513 | 3.6548 | 1.0121 | 1.1733 | 1.5269 | 0.7514 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 37.6623 | 42.1053 | 33.3333 | 37.6623 | 42.1053 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.7263 | 5.0254 | 2.0242 | 1.9421 | 2.0995 | 1.5028 |
Largest Winning Trade | 342162 | 342162 | 76905 | 996642 | 996642 | 279502 |
Largest Losing Trade | -52139 | -44149 | -52139 | -274425 | -274425 | -229919 |
Avg Bars in Trades | 135 | 121 | 148 | 135 | 121 | 148 |
Avg Bars in Winners | 271 | 234 | 317 | 271 | 234 | 317 |
Avg Bars in Losers | 52 | 40 | 63 | 52 | 40 | 63 |
Bars Traded | 10402 | 4630 | 5772 | 10402 | 4630 | 5772 |
Profit Streak | 41.8581 | 0 | 44.0247 | 41.8581 | 0 | 44.0247 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39812 | 365343 | -567844 | -153133 | -36868 | -583907 |
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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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