Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416873.094 | 413855.829 | 3017.265 | 39691.1286 | 48694.6054 | -9003.4768 |
Total P&L (%) | 416.8731 | 413.8558 | 3.0173 | 39.6911 | 48.6946 | -9.0035 |
Avg Daily Profit (%) | 0.2184 | 0.2169 | 0.0016 | 0.0175 | 0.0208 | -0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234924 | -199984 | -72923 | -486395 | -408140 | -142120 |
Profit Factor | 1.7067 | 2.3559 | 1.0106 | 1.0414 | 1.0925 | 0.9792 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.9697 | 42.4242 | 51.5152 | 46.9697 | 42.4242 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9269 | 3.1974 | 0.9512 | 1.1757 | 1.4827 | 0.9216 |
Largest Winning Trade | 198209 | 198209 | 51711 | 231260 | 231260 | 136571 |
Largest Losing Trade | -51105 | -36346 | -51105 | -142120 | -113418 | -142120 |
Avg Bars in Trades | 81 | 110 | 52 | 81 | 110 | 52 |
Avg Bars in Winners | 88 | 112 | 68 | 88 | 112 | 68 |
Avg Bars in Losers | 75 | 109 | 36 | 75 | 109 | 36 |
Bars Traded | 5396 | 3649 | 1747 | 5396 | 3649 | 1747 |
Profit Streak | 78.0674 | 94.4007 | 78.0674 | 78.0674 | 94.4007 | 78.0674 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117979 | 354263 | -566282 | -475714 | -287677 | -580048 |
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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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