Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526079.6647 | 507329.3562 | 18750.3085 | 41416.3746 | -44705.8261 | 86122.2007 |
Total P&L (%) | 526.0797 | 507.3294 | 18.7503 | 41.4164 | -44.7058 | 86.1222 |
Avg Daily Profit (%) | 0.2661 | 0.2566 | 0.0095 | 0.0175 | -0.03 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98982 | -99387 | -75758 | -888517 | -889331 | -86268 |
Profit Factor | 2.3082 | 2.808 | 1.1543 | 1.0295 | 0.9641 | 1.5442 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 76.7123 | 77.7778 | 75.6757 | 76.7123 | 77.7778 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.7007 | 0.8023 | 0.371 | 0.3125 | 0.2755 | 0.4963 |
Largest Winning Trade | 117141 | 117141 | 14037 | 454406 | 454406 | 82325 |
Largest Losing Trade | -95971 | -95971 | -72161 | -887396 | -887396 | -84321 |
Avg Bars in Trades | 99 | 196 | 4 | 99 | 196 | 4 |
Avg Bars in Winners | 34 | 66 | 3 | 34 | 66 | 3 |
Avg Bars in Losers | 310 | 650 | 7 | 310 | 650 | 7 |
Bars Traded | 7229 | 7063 | 166 | 7229 | 7063 | 166 |
Profit Streak | 560.9284 | 702.4284 | 560.9284 | 560.9284 | 702.4284 | 560.9284 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61357 | 579498 | -236200 | -432868 | -575784 | -146792 |
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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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