Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550456.721 | 430281.6889 | 120175.0321 | 997141.7586 | -96516.8744 | 1093658.633 |
Total P&L (%) | 550.4567 | 430.2817 | 120.175 | 997.1418 | -96.5169 | 1093.6586 |
Avg Daily Profit (%) | 0.3109 | 0.2431 | 0.0679 | 0.1354 | -0.1895 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67212 | -77090 | -45738 | -1283607 | -1568201 | -667941 |
Profit Factor | 2.5002 | 3.2259 | 1.6922 | 1.2308 | 0.9622 | 1.6199 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 43.0769 | 43.75 | 42.4242 | 43.0769 | 43.75 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.3039 | 4.1476 | 2.2966 | 1.6265 | 1.2372 | 2.1985 |
Largest Winning Trade | 254640 | 254640 | 64832 | 897233 | 897233 | 705401 |
Largest Losing Trade | -32721 | -31399 | -32721 | -610339 | -422202 | -610339 |
Avg Bars in Trades | 158 | 127 | 188 | 158 | 127 | 188 |
Avg Bars in Winners | 285 | 226 | 345 | 285 | 226 | 345 |
Avg Bars in Losers | 62 | 51 | 73 | 62 | 51 | 73 |
Bars Traded | 10311 | 4084 | 6227 | 10311 | 4084 | 6227 |
Profit Streak | 0 | 37.2075 | 0 | 0 | 37.2075 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125218 | 440516 | -102060 | -150061 | -581029 | -5409 |
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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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