Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733833.3669 | 650779.8698 | 83053.4971 | 474139.4478 | -28786.266 | 502925.7138 |
Total P&L (%) | 733.8334 | 650.7799 | 83.0535 | 474.1394 | -28.7863 | 502.9257 |
Avg Daily Profit (%) | 0.391 | 0.3468 | 0.0443 | 0.0932 | -0.0181 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74803 | -50572 | -36854 | -629828 | -452021 | -335040 |
Profit Factor | 3.505 | 4.8758 | 1.6642 | 1.2603 | 0.9722 | 1.6402 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 45.5882 | 38.2353 | 52.9412 | 45.5882 | 38.2353 | 52.9412 |
Ratio Avg Win / Avg Loss | 4.1833 | 7.8763 | 1.4793 | 1.5042 | 1.5705 | 1.4579 |
Largest Winning Trade | 696365 | 696365 | 60047 | 401618 | 401618 | 387154 |
Largest Losing Trade | -37936 | -37936 | -33230 | -256816 | -188798 | -256816 |
Avg Bars in Trades | 78 | 61 | 96 | 78 | 61 | 96 |
Avg Bars in Winners | 108 | 105 | 110 | 108 | 105 | 110 |
Avg Bars in Losers | 53 | 33 | 80 | 53 | 33 | 80 |
Bars Traded | 5362 | 2080 | 3282 | 5362 | 2080 | 3282 |
Profit Streak | 36.0317 | 36.6984 | 36.0317 | 36.0317 | 36.6984 | 36.0317 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97686 | 482172 | -130849 | -181681 | -581602 | -61779 |
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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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