Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060693.7394 | 1012632.8794 | 48060.86 | 6406.3758 | 71494.3107 | -65087.935 |
Total P&L (%) | 1060.6937 | 1012.6329 | 48.0609 | 6.4064 | 71.4943 | -65.0879 |
Avg Daily Profit (%) | 0.4457 | 0.4255 | 0.0202 | 0.0026 | 0.0227 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151911 | -82201 | -139389 | -1198156 | -724019 | -1130412 |
Profit Factor | 2.6432 | 4.8678 | 1.1253 | 1.0023 | 1.0662 | 0.9608 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.1739 | 47.0588 | 57.1429 | 52.1739 | 47.0588 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.4229 | 5.4762 | 0.8439 | 0.9188 | 1.1995 | 0.7206 |
Largest Winning Trade | 813626 | 813626 | 64969 | 557428 | 557428 | 372523 |
Largest Losing Trade | -79388 | -70513 | -79388 | -887964 | -461557 | -887964 |
Avg Bars in Trades | 101 | 86 | 114 | 101 | 86 | 114 |
Avg Bars in Winners | 145 | 121 | 164 | 145 | 121 | 164 |
Avg Bars in Losers | 53 | 56 | 48 | 53 | 56 | 48 |
Bars Traded | 6972 | 2957 | 4015 | 6972 | 2957 | 4015 |
Profit Streak | 22.282 | 43.6154 | 22.282 | 22.282 | 43.6154 | 22.282 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89495 | 629629 | -250333 | -679403 | -310469 | -579313 |
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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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