Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481446.1904 | 438918.9395 | 42527.2508 | -1043200.6459 | -680744.2325 | -362456.4134 |
Total P&L (%) | 481.4462 | 438.9189 | 42.5273 | -1043.2006 | -680.7442 | -362.4564 |
Avg Daily Profit (%) | 0.2575 | 0.2348 | 0.0227 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234986 | -131678 | -189632 | -1943165 | -1733496 | -664306 |
Profit Factor | 1.6456 | 2.1694 | 1.1148 | 0.7452 | 0.7398 | 0.7548 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 25 | 23 | 38 | 20 | 18 |
Losing Trades | 27 | 12 | 15 | 37 | 17 | 20 |
Profitability (%) | 64 | 67.5676 | 60.5263 | 50.6667 | 54.0541 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.9257 | 1.0413 | 0.7271 | 0.7256 | 0.6288 | 0.8386 |
Largest Winning Trade | 141517 | 141517 | 39285 | 474465 | 474465 | 202261 |
Largest Losing Trade | -167056 | -62810 | -167056 | -529879 | -529879 | -240289 |
Avg Bars in Trades | 70 | 109 | 33 | 70 | 109 | 33 |
Avg Bars in Winners | 54 | 72 | 34 | 55 | 79 | 28 |
Avg Bars in Losers | 100 | 187 | 30 | 87 | 145 | 37 |
Bars Traded | 5314 | 4057 | 1258 | 5314 | 4057 | 1258 |
Profit Streak | 151.5356 | 151.5356 | 153.2023 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49321 | 510489 | -257632 | -641969 | -580247 | -581788 |
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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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