Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327930.8339 | 125772.2324 | 202158.6015 | 65760.6744 | 149113.4397 | -83352.7653 |
Total P&L (%) | 327.9308 | 125.7722 | 202.1586 | 65.7607 | 149.1134 | -83.3528 |
Avg Daily Profit (%) | 0.3163 | 0.1213 | 0.195 | 0.0488 | 0.0881 | -0.1728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119423 | -64781 | -100944 | -509731 | -138621 | -498628 |
Profit Factor | 1.9771 | 1.6227 | 2.5126 | 1.0868 | 1.6619 | 0.8434 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 12 | 26 | 38 | 12 | 26 |
Losing Trades | 30 | 22 | 8 | 30 | 22 | 8 |
Profitability (%) | 55.8824 | 35.2941 | 76.4706 | 55.8824 | 35.2941 | 76.4706 |
Ratio Avg Win / Avg Loss | 1.5609 | 2.975 | 0.7731 | 0.858 | 3.0468 | 0.2595 |
Largest Winning Trade | 61781 | 61781 | 34398 | 140006 | 140006 | 71471 |
Largest Losing Trade | -92889 | -36531 | -92889 | -495232 | -40035 | -495232 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 29 | 37 | 25 | 29 | 37 | 25 |
Avg Bars in Losers | 56 | 56 | 55 | 56 | 56 | 55 |
Bars Traded | 2824 | 1706 | 1118 | 2824 | 1706 | 1118 |
Profit Streak | 25.3864 | 0 | 26.0531 | 25.3864 | 0 | 26.0531 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99823 | -33706 | 487665 | -366956 | -77949 | -576821 |
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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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