Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098658.4679 | 1050874.6117 | 47783.8562 | 6778.4972 | -69130.4036 | 75908.9009 |
Total P&L (%) | 1098.6585 | 1050.8746 | 47.7839 | 6.7785 | -69.1304 | 75.9089 |
Avg Daily Profit (%) | 0.4672 | 0.4469 | 0.0203 | 0.0028 | -0.05 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173973 | -74352 | -167026 | -200607 | -178402 | -114179 |
Profit Factor | 2.7781 | 5.2644 | 1.1286 | 1.008 | 0.8281 | 1.1723 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 51.5152 | 45.4545 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.6147 | 6.3173 | 0.8316 | 0.9487 | 0.9937 | 0.8638 |
Largest Winning Trade | 1067760 | 1067760 | 63377 | 78978 | 78978 | 62427 |
Largest Losing Trade | -71978 | -37799 | -71978 | -108797 | -108797 | -79508 |
Avg Bars in Trades | 137 | 119 | 155 | 137 | 119 | 155 |
Avg Bars in Winners | 183 | 143 | 215 | 183 | 143 | 215 |
Avg Bars in Losers | 88 | 99 | 74 | 88 | 99 | 74 |
Bars Traded | 9082 | 3941 | 5141 | 9082 | 3941 | 5141 |
Profit Streak | 0 | 0 | 72.8761 | 0 | 0 | 72.8761 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112679 | 588396 | -246417 | -696515 | -582570 | -191944 |
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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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