Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628041.1307 | 537585.4231 | 90455.7076 | 591741.9714 | 700500.7182 | -108758.7468 |
Total P&L (%) | 628.0411 | 537.5854 | 90.4557 | 591.742 | 700.5007 | -108.7587 |
Avg Daily Profit (%) | 0.334 | 0.2859 | 0.0481 | 0.1029 | 0.1107 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186032 | -90750 | -182002 | -609001 | -312136 | -491316 |
Profit Factor | 2.0067 | 2.8641 | 1.2696 | 1.5255 | 2.427 | 0.8288 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 43.4783 | 44.1176 | 42.8571 | 43.4783 | 44.1176 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.6087 | 3.6279 | 1.6929 | 1.9832 | 3.0741 | 1.105 |
Largest Winning Trade | 254567 | 254567 | 79532 | 433643 | 433643 | 100315 |
Largest Losing Trade | -39436 | -39436 | -32052 | -170949 | -170949 | -156096 |
Avg Bars in Trades | 80 | 74 | 85 | 80 | 74 | 85 |
Avg Bars in Winners | 130 | 120 | 141 | 130 | 120 | 141 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 5557 | 2549 | 3007 | 5557 | 2549 | 3007 |
Profit Streak | 332.0675 | 367.4008 | 332.0675 | 332.0675 | 367.4008 | 332.0675 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94412 | 477976 | -129098 | -160012 | -41149 | -580554 |
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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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