Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433741.6403 | 453377.8656 | -19636.2253 | 106171.9066 | 11653.0296 | 94518.877 |
Total P&L (%) | 433.7416 | 453.3779 | -19.6362 | 106.1719 | 11.653 | 94.5189 |
Avg Daily Profit (%) | 0.2194 | 0.2293 | -0.0099 | 0.0366 | 0.0056 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110219 | -92633 | -170012 | -1030398 | -1054796 | -456701 |
Profit Factor | 1.7675 | 2.6152 | 0.931 | 1.0468 | 1.0075 | 1.1309 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 57.3529 | 61.7647 | 52.9412 | 57.3529 | 61.7647 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.3143 | 1.6189 | 0.8275 | 0.7784 | 0.6237 | 1.0053 |
Largest Winning Trade | 118995 | 118995 | 88280 | 454509 | 454509 | 445801 |
Largest Losing Trade | -64235 | -59042 | -64235 | -727972 | -727972 | -363800 |
Avg Bars in Trades | 81 | 56 | 107 | 81 | 56 | 107 |
Avg Bars in Winners | 76 | 49 | 107 | 76 | 49 | 107 |
Avg Bars in Losers | 88 | 66 | 106 | 88 | 66 | 106 |
Bars Traded | 5545 | 1907 | 3638 | 5545 | 1907 | 3638 |
Profit Streak | 0 | 0 | 576.7968 | 0 | 0 | 576.7968 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102519 | 517213 | -579830 | -427218 | -512110 | -223472 |
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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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