Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863663.8412 | 930431.5702 | -66767.729 | -71591.0046 | 783605.4136 | -855196.4182 |
Total P&L (%) | 863.6638 | 930.4316 | -66.7677 | -71.591 | 783.6054 | -855.1964 |
Avg Daily Profit (%) | 0.4369 | 0.4706 | -0.0338 | -0.0636 | 0.1103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288594 | -181201 | -164846 | -1171999 | -296156 | -924402 |
Profit Factor | 2.7807 | 5.0389 | 0.7378 | 0.9471 | 3.201 | 0.1414 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 41.1765 | 44.1176 | 38.2353 | 41.1765 | 44.1176 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.9724 | 6.3826 | 1.1919 | 1.3529 | 4.0546 | 0.2285 |
Largest Winning Trade | 1088014 | 1088014 | 62175 | 1090045 | 1090045 | 59235 |
Largest Losing Trade | -68514 | -54711 | -68514 | -552765 | -140498 | -552765 |
Avg Bars in Trades | 79 | 72 | 85 | 79 | 72 | 85 |
Avg Bars in Winners | 127 | 129 | 126 | 127 | 129 | 126 |
Avg Bars in Losers | 45 | 27 | 60 | 45 | 27 | 60 |
Bars Traded | 5383 | 2475 | 2908 | 5383 | 2475 | 2908 |
Profit Streak | 524.8814 | 524.8814 | 678.8814 | 524.8814 | 524.8814 | 678.8814 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100880 | 592325 | -582746 | -695360 | -40965 | -584413 |
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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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