Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656503.7963 | 742095.4117 | -85591.6155 | -96474.1107 | -48995.8405 | -47478.2702 |
Total P&L (%) | 656.5038 | 742.0954 | -85.5916 | -96.4741 | -48.9958 | -47.4783 |
Avg Daily Profit (%) | 0.2776 | 0.3137 | -0.0362 | -0.1413 | -0.0285 | -0.0272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292234 | -130347 | -270318 | -105632 | -37763 | -77567 |
Profit Factor | 1.8711 | 3.2299 | 0.7966 | 0.3833 | 0.2955 | 0.4535 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 50.7463 | 44.1176 | 57.5758 | 50.7463 | 44.1176 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.8161 | 4.0912 | 0.587 | 0.372 | 0.3744 | 0.3342 |
Largest Winning Trade | 922191 | 922191 | 49487 | 26410 | 14552 | 26410 |
Largest Losing Trade | -75054 | -38309 | -75054 | -52667 | -36621 | -52667 |
Avg Bars in Trades | 102 | 90 | 114 | 102 | 90 | 114 |
Avg Bars in Winners | 127 | 117 | 135 | 127 | 117 | 135 |
Avg Bars in Losers | 75 | 69 | 84 | 75 | 69 | 84 |
Bars Traded | 6844 | 3080 | 3764 | 6844 | 3080 | 3764 |
Profit Streak | 40.5717 | 40.5717 | 85.9051 | 40.5717 | 40.5717 | 85.9051 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107663 | 483383 | -578859 | -700693 | -582534 | -578859 |
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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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