Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456952.757 | 425472.8473 | 31479.9098 | -30309.6116 | -328291.5992 | 297981.9876 |
Total P&L (%) | 456.9528 | 425.4728 | 31.4799 | -30.3096 | -328.2916 | 297.982 |
Avg Daily Profit (%) | 0.2101 | 0.1956 | 0.0145 | -0.0166 | 0 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276129 | -190352 | -123537 | -2744130 | -2230815 | -779830 |
Profit Factor | 1.6749 | 2.2025 | 1.0974 | 0.9955 | 0.9124 | 1.0989 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 41.4894 | 29.7872 | 53.1915 | 41.4894 | 29.7872 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.362 | 5.1916 | 0.9657 | 1.4039 | 2.1507 | 0.967 |
Largest Winning Trade | 381507 | 381507 | 44647 | 1451619 | 1451619 | 544128 |
Largest Losing Trade | -35712 | -35686 | -35712 | -1003220 | -1003220 | -533744 |
Avg Bars in Trades | 65 | 66 | 65 | 65 | 66 | 65 |
Avg Bars in Winners | 93 | 110 | 84 | 93 | 110 | 84 |
Avg Bars in Losers | 46 | 47 | 44 | 46 | 47 | 44 |
Bars Traded | 6202 | 3106 | 3096 | 6202 | 3106 | 3096 |
Profit Streak | 44.643 | 44.643 | 48.643 | 44.643 | 44.643 | 48.643 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317108 | 133027 | -290086 | -581182 | -586079 | -220059 |
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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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