Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644818.561 | 554067.5519 | 90751.0091 | 666967.8642 | 367261.4895 | 299706.3747 |
Total P&L (%) | 644.8186 | 554.0676 | 90.751 | 666.9679 | 367.2615 | 299.7064 |
Avg Daily Profit (%) | 0.3436 | 0.2952 | 0.0484 | 0.1086 | 0.0822 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68565 | -99243 | -43363 | -482191 | -603233 | -311993 |
Profit Factor | 2.6132 | 3.7151 | 1.4639 | 1.2694 | 1.2819 | 1.2555 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.3101 | 4.7058 | 1.8542 | 1.6079 | 1.6237 | 1.5903 |
Largest Winning Trade | 509830 | 509830 | 58488 | 537075 | 537075 | 216281 |
Largest Losing Trade | -23347 | -23347 | -21791 | -173454 | -173454 | -146142 |
Avg Bars in Trades | 155 | 151 | 159 | 155 | 151 | 159 |
Avg Bars in Winners | 214 | 206 | 221 | 214 | 206 | 221 |
Avg Bars in Losers | 109 | 108 | 110 | 109 | 108 | 110 |
Bars Traded | 10599 | 5165 | 5434 | 10599 | 5165 | 5434 |
Profit Streak | 51.1163 | 0 | 82.4496 | 51.1163 | 0 | 82.4496 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101252 | 482386 | -127880 | -162060 | -84445 | -95152 |
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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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