Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627753.5183 | 506562.4175 | 121191.1007 | 671916.1615 | 720837.1929 | -48921.0314 |
Total P&L (%) | 627.7535 | 506.5624 | 121.1911 | 671.9162 | 720.8372 | -48.921 |
Avg Daily Profit (%) | 0.3362 | 0.2713 | 0.0649 | 0.1095 | 0.1128 | -0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175557 | -110773 | -175270 | -563845 | -199281 | -466180 |
Profit Factor | 2.0925 | 2.6882 | 1.4415 | 1.6923 | 2.7426 | 0.9122 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 44.2857 | 42.8571 | 45.7143 | 44.2857 | 42.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.6326 | 3.5842 | 1.7118 | 2.129 | 3.6568 | 1.0832 |
Largest Winning Trade | 232609 | 232609 | 73588 | 414093 | 414093 | 173056 |
Largest Losing Trade | -42298 | -41624 | -42298 | -165253 | -127937 | -165253 |
Avg Bars in Trades | 52 | 45 | 59 | 52 | 45 | 59 |
Avg Bars in Winners | 82 | 74 | 90 | 82 | 74 | 90 |
Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
Bars Traded | 3671 | 1575 | 2096 | 3671 | 1575 | 2096 |
Profit Streak | 118.6532 | 118.6532 | 129.1532 | 118.6532 | 118.6532 | 129.1532 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86431 | 430070 | -104914 | -142762 | -38558 | -579828 |
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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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