Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379405.8649 | 342055.1609 | 37350.704 | 116254.5319 | 184369.3304 | -68114.7985 |
Total P&L (%) | 379.4059 | 342.0552 | 37.3507 | 116.2545 | 184.3693 | -68.1148 |
Avg Daily Profit (%) | 0.354 | 0.3192 | 0.0349 | 0.072 | 0.0976 | -0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127484 | -92974 | -66217 | -770909 | -488375 | -501408 |
Profit Factor | 1.8839 | 2.6038 | 1.173 | 1.0435 | 1.1438 | 0.951 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 42.3077 | 35.8974 | 48.7179 | 42.3077 | 35.8974 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.569 | 4.6496 | 1.2347 | 1.423 | 2.0425 | 1.001 |
Largest Winning Trade | 388587 | 388587 | 40792 | 480518 | 480518 | 189611 |
Largest Losing Trade | -24010 | -20417 | -24010 | -203484 | -142583 | -203484 |
Avg Bars in Trades | 52 | 53 | 50 | 52 | 53 | 50 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 39 | 44 | 32 | 39 | 44 | 32 |
Bars Traded | 4060 | 2086 | 1974 | 4060 | 2086 | 1974 |
Profit Streak | 32.7761 | 32.7761 | 35.5261 | 32.7761 | 32.7761 | 35.5261 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28259 | 312551 | -179006 | -310257 | -128888 | -579046 |
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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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