Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663674.9216 | 742663.324 | -78988.4024 | -87862.0159 | 44341.9026 | -132203.9185 |
Total P&L (%) | 663.6749 | 742.6633 | -78.9884 | -87.862 | 44.3419 | -132.2039 |
Avg Daily Profit (%) | 0.278 | 0.3111 | -0.0331 | -0.0883 | 0.0154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245721 | -165365 | -158507 | -715552 | -500151 | -460790 |
Profit Factor | 1.5884 | 2.2883 | 0.8568 | 0.9485 | 1.052 | 0.8447 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 38.5965 | 40.3509 | 36.8421 | 38.5965 | 40.3509 | 36.8421 |
Ratio Avg Win / Avg Loss | 2.5269 | 3.3828 | 1.4688 | 1.5089 | 1.5551 | 1.448 |
Largest Winning Trade | 663134 | 663134 | 56307 | 341186 | 341186 | 235315 |
Largest Losing Trade | -57222 | -56762 | -57222 | -267025 | -267025 | -198090 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 4518 | 2411 | 2107 | 4518 | 2411 | 2107 |
Profit Streak | 69.9975 | 115.4975 | 69.9975 | 69.9975 | 115.4975 | 69.9975 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305918 | -169900 | -764003 | -581163 | -519643 | -764003 |
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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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