Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329344.7743 | 117471.4718 | 211873.3026 | 84173.266 | 169502.2881 | -85329.0221 |
Total P&L (%) | 329.3448 | 117.4715 | 211.8733 | 84.1733 | 169.5023 | -85.329 |
Avg Daily Profit (%) | 0.3204 | 0.1143 | 0.2061 | 0.0594 | 0.0965 | -0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156319 | -76768 | -131646 | -455565 | -52935 | -448411 |
Profit Factor | 1.9851 | 1.5989 | 2.5336 | 1.1353 | 1.999 | 0.8113 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 23 | 18 | 5 | 23 | 18 | 5 |
Profitability (%) | 64.0625 | 43.75 | 84.375 | 64.0625 | 43.75 | 84.375 |
Ratio Avg Win / Avg Loss | 1.1136 | 2.0557 | 0.4692 | 0.6369 | 2.5701 | 0.1502 |
Largest Winning Trade | 83161 | 83161 | 26734 | 119516 | 119516 | 74462 |
Largest Losing Trade | -92226 | -38052 | -92226 | -435772 | -43079 | -435772 |
Avg Bars in Trades | 88 | 104 | 72 | 88 | 104 | 72 |
Avg Bars in Winners | 68 | 79 | 62 | 68 | 79 | 62 |
Avg Bars in Losers | 125 | 124 | 129 | 125 | 124 | 129 |
Bars Traded | 5676 | 3354 | 2322 | 5676 | 3354 | 2322 |
Profit Streak | 101.8532 | 101.8532 | 578.8532 | 101.8532 | 101.8532 | 578.8532 |
Trades During Streak | 7 | 3 | 17 | 7 | 3 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128854 | -38529 | 559332 | -327066 | -61465 | -574966 |
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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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