Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863413.2937 | 744974.7548 | 118438.5389 | 443895.6878 | -8599.4403 | 452495.1281 |
Total P&L (%) | 863.4133 | 744.9748 | 118.4385 | 443.8957 | -8.5994 | 452.4951 |
Avg Daily Profit (%) | 0.4566 | 0.3939 | 0.0626 | 0.0896 | -0.0048 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77989 | -67306 | -67328 | -661511 | -532861 | -442770 |
Profit Factor | 2.6468 | 3.697 | 1.4774 | 1.1487 | 0.9946 | 1.3231 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.9412 | 50 | 55.8824 | 52.9412 | 50 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.3527 | 3.697 | 1.1664 | 1.0211 | 0.9946 | 1.0446 |
Largest Winning Trade | 751829 | 751829 | 47726 | 320733 | 320733 | 250256 |
Largest Losing Trade | -46247 | -46247 | -40213 | -282202 | -214499 | -282202 |
Avg Bars in Trades | 160 | 128 | 193 | 160 | 128 | 193 |
Avg Bars in Winners | 173 | 122 | 219 | 173 | 122 | 219 |
Avg Bars in Losers | 146 | 134 | 159 | 146 | 134 | 159 |
Bars Traded | 10938 | 4363 | 6575 | 10938 | 4363 | 6575 |
Profit Streak | 0 | 0 | 75.5972 | 0 | 0 | 75.5972 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97839 | 594627 | -106832 | -243373 | -580795 | -70714 |
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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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