Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497620.0349 | 417904.6734 | 79715.3615 | 26130.5652 | -138583.6653 | 164714.2305 |
Total P&L (%) | 497.62 | 417.9047 | 79.7154 | 26.1306 | -138.5837 | 164.7142 |
Avg Daily Profit (%) | 0.2677 | 0.2248 | 0.0429 | 0.0125 | 0 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224690 | -188796 | -104231 | -2472398 | -1732295 | -1198476 |
Profit Factor | 1.8579 | 2.5634 | 1.2549 | 1.0066 | 0.9272 | 1.0791 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 50 | 39.3939 | 60.6061 | 50 | 39.3939 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.8579 | 3.9437 | 0.8157 | 1.0066 | 1.4265 | 0.7014 |
Largest Winning Trade | 410824 | 410824 | 57491 | 918835 | 918835 | 506285 |
Largest Losing Trade | -56730 | -41262 | -56730 | -1074773 | -1049045 | -1074773 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 3450 | 1604 | 1846 | 3450 | 1604 | 1846 |
Profit Streak | 14.687 | 14.687 | 73.687 | 14.687 | 14.687 | 73.687 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115700 | 329778 | -135173 | -520352 | -582671 | -255846 |
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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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