Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762601.2818 | 690382.3013 | 72218.9806 | 3420034.0429 | -364400.8819 | 3784434.9247 |
Total P&L (%) | 762.6013 | 690.3823 | 72.219 | 3420.034 | -364.4009 | 3784.4349 |
Avg Daily Profit (%) | 0.3211 | 0.2907 | 0.0304 | 0.1501 | 0 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164089 | -159727 | -21966 | -20816099 | -20897178 | -542936 |
Profit Factor | 3.4178 | 3.5977 | 2.4548 | 1.1363 | 0.9846 | 3.5965 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 66.6667 | 67.8571 | 65.5172 | 66.6667 | 67.8571 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.7089 | 1.7042 | 1.292 | 0.5681 | 0.4664 | 1.8929 |
Largest Winning Trade | 206939 | 206939 | 16005 | 10219031 | 10219031 | 1069218 |
Largest Losing Trade | -69195 | -69195 | -17091 | -15378635 | -15378635 | -455165 |
Avg Bars in Trades | 190 | 374 | 12 | 190 | 374 | 12 |
Avg Bars in Winners | 125 | 240 | 10 | 125 | 240 | 10 |
Avg Bars in Losers | 318 | 655 | 15 | 318 | 655 | 15 |
Bars Traded | 10832 | 10475 | 357 | 10832 | 10475 | 357 |
Profit Streak | 300.7107 | 306.044 | 300.7107 | 300.7107 | 306.044 | 300.7107 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160762 | -2193 | -145870 | -241028 | -598551 | 620433 |
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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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