Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468468.4481 | 443367.8299 | 25100.6182 | -3986.4945 | 632862.7531 | -636849.2476 |
Total P&L (%) | 468.4684 | 443.3678 | 25.1006 | -3.9865 | 632.8628 | -636.8492 |
Avg Daily Profit (%) | 0.245 | 0.2319 | 0.0131 | -0.0021 | 0.1042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131617 | -113477 | -138992 | -545052 | -111664 | -708553 |
Profit Factor | 1.7849 | 2.4547 | 1.0859 | 0.9966 | 3.2369 | 0.2834 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 60.6061 | 51.5152 | 69.697 | 60.6061 | 51.5152 | 69.697 |
Ratio Avg Win / Avg Loss | 1.1602 | 2.3103 | 0.4721 | 0.6478 | 3.0465 | 0.1232 |
Largest Winning Trade | 158368 | 158368 | 41635 | 352828 | 352828 | 35693 |
Largest Losing Trade | -73987 | -60101 | -73987 | -425885 | -79941 | -425885 |
Avg Bars in Trades | 81 | 105 | 58 | 81 | 105 | 58 |
Avg Bars in Winners | 78 | 107 | 56 | 78 | 107 | 56 |
Avg Bars in Losers | 87 | 103 | 63 | 87 | 103 | 63 |
Bars Traded | 5411 | 3486 | 1925 | 5411 | 3486 | 1925 |
Profit Streak | 154.7862 | 154.7862 | 280.4529 | 154.7862 | 154.7862 | 280.4529 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115433 | 493452 | -302615 | -706490 | -46097 | -576878 |
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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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