Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607395.2007 | 545560.1854 | 61835.0153 | 646.9662 | 65579.2568 | -64932.2906 |
Total P&L (%) | 607.3952 | 545.5602 | 61.835 | 0.647 | 65.5793 | -64.9323 |
Avg Daily Profit (%) | 0.2656 | 0.2385 | 0.027 | 0.0003 | 0.0221 | -0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128857 | -154269 | -114778 | -94854 | -28534 | -98172 |
Profit Factor | 2.085 | 2.903 | 1.2264 | 1.003 | 2.1496 | 0.5962 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 58.2278 | 61.5385 | 55 | 58.2278 | 61.5385 | 55 |
Ratio Avg Win / Avg Loss | 1.4957 | 1.8144 | 1.0034 | 0.7195 | 1.3435 | 0.4878 |
Largest Winning Trade | 327000 | 327000 | 57691 | 40047 | 22270 | 40047 |
Largest Losing Trade | -91304 | -78564 | -91304 | -86324 | -14461 | -86324 |
Avg Bars in Trades | 53 | 61 | 45 | 53 | 61 | 45 |
Avg Bars in Winners | 48 | 40 | 56 | 48 | 40 | 56 |
Avg Bars in Losers | 60 | 94 | 32 | 60 | 94 | 32 |
Bars Traded | 4211 | 2398 | 1813 | 4211 | 2398 | 1813 |
Profit Streak | 63.3274 | 339.8274 | 63.3274 | 63.3274 | 339.8274 | 63.3274 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17508 | 606625 | -156430 | -606094 | -157779 | -579542 |
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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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