Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650523.574 | 493466.55 | 157057.024 | 2959019.9841 | 1557427.256 | 1401592.728 |
Total P&L (%) | 650.5236 | 493.4666 | 157.057 | 2959.02 | 1557.4273 | 1401.5927 |
Avg Daily Profit (%) | 0.2761 | 0.2095 | 0.0667 | 0.1453 | 0.1193 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71234 | -62052 | -65449 | -1325730 | -1177579 | -1083907 |
Profit Factor | 3.0107 | 3.7021 | 2.1146 | 1.4727 | 1.4261 | 1.5382 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 54.8387 | 48.3871 | 61.2903 | 54.8387 | 48.3871 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.4794 | 3.9489 | 1.3356 | 1.2128 | 1.5211 | 0.9715 |
Largest Winning Trade | 301071 | 301071 | 49809 | 1162014 | 1162014 | 725631 |
Largest Losing Trade | -32724 | -32724 | -27685 | -721663 | -721663 | -663759 |
Avg Bars in Trades | 146 | 146 | 145 | 146 | 146 | 145 |
Avg Bars in Winners | 187 | 203 | 174 | 187 | 203 | 174 |
Avg Bars in Losers | 95 | 92 | 99 | 95 | 92 | 99 |
Bars Traded | 9052 | 4533 | 4519 | 9052 | 4533 | 4519 |
Profit Streak | 33.2678 | 33.2678 | 78.2678 | 33.2678 | 33.2678 | 78.2678 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142438 | 519082 | -99030 | -154399 | -31550 | -37129 |
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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) |
---|