Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504025.9693 | 462395.531 | 41630.4383 | 63584.4596 | 152628.9133 | -89044.4537 |
Total P&L (%) | 504.026 | 462.3955 | 41.6304 | 63.5845 | 152.6289 | -89.0445 |
Avg Daily Profit (%) | 0.2016 | 0.185 | 0.0167 | 0.0197 | 0.0371 | -0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126966 | -120564 | -119938 | -251063 | -157540 | -220271 |
Profit Factor | 1.8947 | 2.7982 | 1.136 | 1.0733 | 1.4285 | 0.8259 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 44.2857 | 40 | 48.5714 | 44.2857 | 40 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.3837 | 4.1973 | 1.2028 | 1.3503 | 2.1428 | 0.8745 |
Largest Winning Trade | 414984 | 414984 | 55343 | 141558 | 141558 | 97222 |
Largest Losing Trade | -61672 | -24859 | -61672 | -106384 | -41155 | -106384 |
Avg Bars in Trades | 137 | 121 | 153 | 137 | 121 | 153 |
Avg Bars in Winners | 199 | 183 | 212 | 199 | 183 | 212 |
Avg Bars in Losers | 87 | 79 | 97 | 87 | 79 | 97 |
Bars Traded | 9605 | 4244 | 5361 | 9605 | 4244 | 5361 |
Profit Streak | 47.6435 | 47.6435 | 73.8935 | 47.6435 | 47.6435 | 73.8935 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88362 | 341819 | -243660 | -406899 | -144722 | -580785 |
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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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