Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427856.4364 | 383448.1434 | 44408.293 | 23479.1223 | 21006.4875 | 2472.6348 |
Total P&L (%) | 427.8564 | 383.4481 | 44.4083 | 23.4791 | 21.0065 | 2.4726 |
Avg Daily Profit (%) | 0.2301 | 0.2062 | 0.0239 | 0.0113 | 0.0103 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151780 | -169754 | -21970 | -266342 | -239306 | -50924 |
Profit Factor | 1.8482 | 1.9205 | 1.5054 | 1.0377 | 1.0413 | 1.0217 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 46.3768 | 44.1176 | 48.5714 | 46.3768 | 44.1176 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.137 | 2.4326 | 1.5939 | 1.1999 | 1.319 | 1.0818 |
Largest Winning Trade | 260434 | 260434 | 25291 | 174250 | 174250 | 40510 |
Largest Losing Trade | -59092 | -59092 | -16038 | -111229 | -111229 | -30343 |
Avg Bars in Trades | 150 | 293 | 11 | 150 | 293 | 11 |
Avg Bars in Winners | 220 | 453 | 14 | 220 | 453 | 14 |
Avg Bars in Losers | 89 | 166 | 9 | 89 | 166 | 9 |
Bars Traded | 10385 | 9970 | 415 | 10385 | 9970 | 415 |
Profit Streak | 190.7358 | 191.0692 | 190.7358 | 190.7358 | 191.0692 | 190.7358 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95326 | 345793 | -160039 | -467966 | -362126 | -553146 |
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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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