Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536530.7406 | 490166.477 | 46364.2636 | 224371.2555 | 308952.0106 | -84580.7551 |
Total P&L (%) | 536.5307 | 490.1665 | 46.3643 | 224.3713 | 308.952 | -84.5808 |
Avg Daily Profit (%) | 0.2804 | 0.2562 | 0.0242 | 0.0615 | 0.0736 | -0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132743 | -94387 | -83635 | -1125796 | -503506 | -703921 |
Profit Factor | 1.9027 | 2.689 | 1.1524 | 1.072 | 1.2167 | 0.95 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 39.7059 | 38.2353 | 41.1765 | 39.7059 | 38.2353 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.8892 | 4.3438 | 1.6463 | 1.6278 | 1.9655 | 1.3571 |
Largest Winning Trade | 330080 | 330080 | 63834 | 558567 | 535606 | 558567 |
Largest Losing Trade | -33680 | -30370 | -33680 | -419396 | -173353 | -419396 |
Avg Bars in Trades | 54 | 47 | 61 | 54 | 47 | 61 |
Avg Bars in Winners | 93 | 74 | 111 | 93 | 74 | 111 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 3697 | 1622 | 2075 | 3697 | 1622 | 2075 |
Profit Streak | 60.1398 | 60.1398 | 120.1398 | 60.1398 | 60.1398 | 120.1398 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104466 | 331155 | -216400 | -367818 | -97976 | -581601 |
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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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