Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744438.6674 | 712959.1484 | 31479.519 | 91787.4899 | 661298.5988 | -569511.1089 |
Total P&L (%) | 744.4387 | 712.9591 | 31.4795 | 91.7875 | 661.2986 | -569.5111 |
Avg Daily Profit (%) | 0.3901 | 0.3736 | 0.0165 | 0.0341 | 0.1064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162282 | -146390 | -79803 | -1166340 | -529392 | -802801 |
Profit Factor | 2.6274 | 4.0577 | 1.1404 | 1.0442 | 1.799 | 0.5438 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 45.5882 | 47.0588 | 44.1176 | 45.5882 | 47.0588 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.1359 | 4.5649 | 1.4445 | 1.2463 | 2.0238 | 0.6888 |
Largest Winning Trade | 753792 | 753792 | 48791 | 1126032 | 1126032 | 128182 |
Largest Losing Trade | -58253 | -26890 | -58253 | -742970 | -143174 | -742970 |
Avg Bars in Trades | 79 | 55 | 104 | 79 | 55 | 104 |
Avg Bars in Winners | 127 | 77 | 179 | 127 | 77 | 179 |
Avg Bars in Losers | 40 | 35 | 45 | 40 | 35 | 45 |
Bars Traded | 5437 | 1886 | 3551 | 5437 | 1886 | 3551 |
Profit Streak | 57.7341 | 57.7341 | 67.0674 | 57.7341 | 57.7341 | 67.0674 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99840 | 576913 | -241666 | -433706 | -47677 | -582524 |
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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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