Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432624.0486 | 356486.8438 | 76137.2049 | 430356.5517 | 307501.8359 | 122854.7158 |
Total P&L (%) | 432.624 | 356.4868 | 76.1372 | 430.3566 | 307.5018 | 122.8547 |
Avg Daily Profit (%) | 0.2306 | 0.19 | 0.0406 | 0.089 | 0.0749 | 0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82003 | -100809 | -51232 | -533750 | -495985 | -326977 |
Profit Factor | 2.0027 | 2.9804 | 1.3028 | 1.2235 | 1.3691 | 1.1125 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 42.8571 | 42.1053 | 43.5897 | 42.8571 | 42.1053 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.6703 | 4.098 | 1.686 | 1.6314 | 1.8825 | 1.4397 |
Largest Winning Trade | 276992 | 276992 | 51391 | 354689 | 354689 | 183692 |
Largest Losing Trade | -31809 | -29396 | -31809 | -214455 | -214455 | -168191 |
Avg Bars in Trades | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Winners | 109 | 98 | 120 | 109 | 98 | 120 |
Avg Bars in Losers | 41 | 35 | 48 | 41 | 35 | 48 |
Bars Traded | 5466 | 2355 | 3111 | 5466 | 2355 | 3111 |
Profit Streak | 30.9052 | 48.9052 | 30.9052 | 30.9052 | 48.9052 | 30.9052 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36367 | 386397 | -139422 | -121524 | -93814 | -234560 |
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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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