Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410730.7578 | 376631.359 | 34099.3989 | 34033.3646 | 1845332.7876 | -1811299.4231 |
Total P&L (%) | 410.7308 | 376.6314 | 34.0994 | 34.0334 | 1845.3328 | -1811.2994 |
Avg Daily Profit (%) | 0.1747 | 0.1602 | 0.0145 | 0.0125 | 0.1263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180941 | -102373 | -100250 | -3693601 | -961931 | -2758110 |
Profit Factor | 1.6013 | 2.0894 | 1.1011 | 1.0052 | 1.7638 | 0.5666 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 58.4416 | 57.8947 | 58.9744 | 58.4416 | 57.8947 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.1387 | 1.5195 | 0.766 | 0.7148 | 1.2828 | 0.3942 |
Largest Winning Trade | 83171 | 83171 | 42060 | 1023346 | 968185 | 1023346 |
Largest Losing Trade | -70869 | -60286 | -70869 | -2512133 | -454329 | -2512133 |
Avg Bars in Trades | 87 | 89 | 85 | 87 | 89 | 85 |
Avg Bars in Winners | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Losers | 89 | 99 | 78 | 89 | 99 | 78 |
Bars Traded | 6750 | 3397 | 3353 | 6750 | 3397 | 3353 |
Profit Streak | 64.5034 | 99.5034 | 64.5034 | 64.5034 | 99.5034 | 64.5034 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34608 | 462596 | -285475 | -439399 | -20150 | -579035 |
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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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