Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344310.6801 | 280418.6903 | 63891.9898 | 30899.2583 | 78203.5454 | -47304.2871 |
Total P&L (%) | 344.3107 | 280.4187 | 63.892 | 30.8993 | 78.2035 | -47.3043 |
Avg Daily Profit (%) | 0.3353 | 0.2731 | 0.0622 | 0.0262 | 0.0563 | -0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217828 | -144603 | -136714 | -289489 | -184129 | -229779 |
Profit Factor | 1.7525 | 1.946 | 1.3965 | 1.0525 | 1.231 | 0.8104 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 56.0606 | 51.5152 | 60.6061 | 56.0606 | 51.5152 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.3735 | 1.8315 | 0.9077 | 0.825 | 1.1586 | 0.5268 |
Largest Winning Trade | 201346 | 201346 | 33536 | 160458 | 160458 | 37248 |
Largest Losing Trade | -77225 | -77225 | -33614 | -103066 | -74440 | -103066 |
Avg Bars in Trades | 60 | 68 | 52 | 60 | 68 | 52 |
Avg Bars in Winners | 65 | 74 | 57 | 65 | 74 | 57 |
Avg Bars in Losers | 54 | 62 | 44 | 54 | 62 | 44 |
Bars Traded | 3998 | 2263 | 1735 | 3998 | 2263 | 1735 |
Profit Streak | 61.0071 | 126.2571 | 61.0071 | 61.0071 | 126.2571 | 61.0071 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115275 | 485957 | -108911 | -451524 | -116539 | -578452 |
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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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