Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636749.739 | 614431.4224 | 22318.3166 | -433407.2516 | 24.6864 | -433431.938 |
Total P&L (%) | 636.7497 | 614.4314 | 22.3183 | -433.4073 | 0.0247 | -433.4319 |
Avg Daily Profit (%) | 0.3449 | 0.3328 | 0.0121 | 0 | 0 | 0 |
Buy And Hold Return (%) | 170.4626 | 170.4626 | 170.4626 | 170.4626 | 170.4626 | 170.4626 |
Max Trade Drawdown | -123363 | -36329 | -114525 | -793541 | -331078 | -512566 |
Profit Factor | 2.235 | 3.8585 | 1.0742 | 0.6825 | 1 | 0.4239 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 18 | 15 | 32 | 17 | 15 |
Losing Trades | 34 | 16 | 18 | 35 | 17 | 18 |
Profitability (%) | 49.2537 | 52.9412 | 45.4545 | 47.7612 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.3027 | 3.4298 | 1.2891 | 0.7464 | 1 | 0.5087 |
Largest Winning Trade | 433918 | 433918 | 44614 | 193803 | 193803 | 87326 |
Largest Losing Trade | -113255 | -34855 | -113255 | -269013 | -112208 | -269013 |
Avg Bars in Trades | 155 | 177 | 133 | 155 | 177 | 133 |
Avg Bars in Winners | 201 | 209 | 192 | 109 | 157 | 54 |
Avg Bars in Losers | 111 | 141 | 84 | 198 | 198 | 198 |
Bars Traded | 10440 | 6039 | 4401 | 10440 | 6039 | 4401 |
Profit Streak | 85.4976 | 126.8309 | 0 | 0 | 0 | 229.1643 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109658 | 535692 | -483123 | -702926 | -579067 | -581597 |
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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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