Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329694.3102 | 101759.5189 | 227934.7913 | 702856.9078 | -648934.8463 | 1351791.7542 |
Total P&L (%) | 329.6943 | 101.7595 | 227.9348 | 702.8569 | -648.9348 | 1351.7918 |
Avg Daily Profit (%) | 0.3192 | 0.0985 | 0.2207 | 0.2019 | 0 | 0.2593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69149 | -74131 | -32773 | -858039 | -1053792 | -384996 |
Profit Factor | 2.1537 | 1.49 | 3.9186 | 1.286 | 0.6362 | 3.008 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 52.2388 | 47.0588 | 57.5758 | 52.2388 | 47.0588 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.9691 | 1.6762 | 2.8874 | 1.1758 | 0.7158 | 2.2164 |
Largest Winning Trade | 99308 | 99308 | 44868 | 477848 | 316833 | 477848 |
Largest Losing Trade | -32773 | -20261 | -32773 | -384996 | -287269 | -384996 |
Avg Bars in Trades | 88 | 82 | 95 | 88 | 82 | 95 |
Avg Bars in Winners | 115 | 114 | 116 | 115 | 114 | 116 |
Avg Bars in Losers | 59 | 53 | 67 | 59 | 53 | 67 |
Bars Traded | 5952 | 2793 | 3159 | 5952 | 2793 | 3159 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107973 | -60265 | 567243 | -112657 | -581939 | 548908 |
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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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