Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489717.1873 | 425981.4702 | 63735.717 | -24223.2459 | 198347.5151 | -222570.761 |
Total P&L (%) | 489.7172 | 425.9815 | 63.7357 | -24.2232 | 198.3475 | -222.5708 |
Avg Daily Profit (%) | 0.1957 | 0.1702 | 0.0255 | -0.0111 | 0.0437 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116976 | -94997 | -205233 | -254703 | -26892 | -337324 |
Profit Factor | 1.6987 | 2.3965 | 1.161 | 0.957 | 2.8351 | 0.5107 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 48.0519 | 39.4737 | 56.4103 | 48.0519 | 39.4737 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.8364 | 3.6746 | 0.8971 | 1.0346 | 4.3472 | 0.3947 |
Largest Winning Trade | 189253 | 189253 | 56104 | 76281 | 60676 | 76281 |
Largest Losing Trade | -87793 | -26449 | -87793 | -134922 | -15375 | -134922 |
Avg Bars in Trades | 91 | 95 | 88 | 91 | 95 | 88 |
Avg Bars in Winners | 92 | 100 | 87 | 92 | 100 | 87 |
Avg Bars in Losers | 90 | 92 | 88 | 90 | 92 | 88 |
Bars Traded | 7067 | 3629 | 3438 | 7067 | 3629 | 3438 |
Profit Streak | 130.5246 | 130.5246 | 148.8579 | 130.5246 | 130.5246 | 148.8579 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34881 | 303082 | -202558 | -624795 | -132665 | -578963 |
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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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