Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460063.8243 | 415669.0463 | 44394.778 | 49630.4842 | -105597.6263 | 155228.1106 |
Total P&L (%) | 460.0638 | 415.669 | 44.3948 | 49.6305 | -105.5976 | 155.2281 |
Avg Daily Profit (%) | 0.2113 | 0.1909 | 0.0204 | 0.0185 | 0 | 0.043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179669 | -174084 | -63315 | -2115713 | -2060368 | -413930 |
Profit Factor | 1.9395 | 2.2152 | 1.3007 | 1.0121 | 0.9667 | 1.1648 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.7313 | 48.4848 | 58.8235 | 53.7313 | 48.4848 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.6701 | 2.3537 | 0.9105 | 0.8715 | 1.0272 | 0.8154 |
Largest Winning Trade | 356271 | 356271 | 34499 | 785188 | 785188 | 290850 |
Largest Losing Trade | -57734 | -57734 | -34222 | -767666 | -767666 | -343777 |
Avg Bars in Trades | 49 | 87 | 11 | 49 | 87 | 11 |
Avg Bars in Winners | 32 | 58 | 12 | 32 | 58 | 12 |
Avg Bars in Losers | 68 | 115 | 10 | 68 | 115 | 10 |
Bars Traded | 3298 | 2893 | 405 | 3298 | 2893 | 405 |
Profit Streak | 356.8691 | 377.3691 | 356.8691 | 356.8691 | 377.3691 | 356.8691 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108150 | 435906 | -167041 | -497974 | -578761 | -174300 |
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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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