Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437731.12 | 426231.162 | 11499.958 | -24265.4785 | -220923.1647 | 196657.6862 |
Total P&L (%) | 437.7311 | 426.2312 | 11.5 | -24.2655 | -220.9232 | 196.6577 |
Avg Daily Profit (%) | 0.2473 | 0.2408 | 0.0065 | -0.0157 | 0 | 0.0615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190086 | -154596 | -62021 | -2036694 | -1848671 | -224106 |
Profit Factor | 1.8139 | 1.9872 | 1.1085 | 0.9931 | 0.9282 | 1.4627 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 55.2239 | 48.4848 | 61.7647 | 55.2239 | 48.4848 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.4708 | 2.1114 | 0.6862 | 0.8052 | 0.9862 | 0.9055 |
Largest Winning Trade | 296289 | 296289 | 13412 | 808991 | 808991 | 242972 |
Largest Losing Trade | -75031 | -75031 | -24832 | -1204429 | -1204429 | -171883 |
Avg Bars in Trades | 311 | 606 | 25 | 311 | 606 | 25 |
Avg Bars in Winners | 232 | 502 | 26 | 232 | 502 | 26 |
Avg Bars in Losers | 408 | 703 | 23 | 408 | 703 | 23 |
Bars Traded | 20861 | 20007 | 854 | 20861 | 20007 | 854 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109967 | 400733 | -404361 | -701100 | -581392 | -109662 |
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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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