Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576271.542 | 577063.4951 | -791.9531 | -35361.4661 | 39528.105 | -74889.5711 |
Total P&L (%) | 576.2715 | 577.0635 | -0.792 | -35.3615 | 39.5281 | -74.8896 |
Avg Daily Profit (%) | 0.2446 | 0.2449 | -0.0003 | -0.0185 | 0.0141 | -0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171618 | -109729 | -74274 | -401586 | -231480 | -170106 |
Profit Factor | 2.0956 | 2.7765 | 0.9961 | 0.9526 | 1.0838 | 0.7278 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 40 | 37.1429 | 42.8571 | 40 | 37.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.1434 | 4.6987 | 1.3281 | 1.429 | 1.8342 | 0.9704 |
Largest Winning Trade | 689403 | 689403 | 44644 | 317350 | 317350 | 75336 |
Largest Losing Trade | -50691 | -50691 | -50054 | -114955 | -114955 | -78309 |
Avg Bars in Trades | 65 | 96 | 35 | 65 | 96 | 35 |
Avg Bars in Winners | 103 | 171 | 44 | 103 | 171 | 44 |
Avg Bars in Losers | 40 | 51 | 28 | 40 | 51 | 28 |
Bars Traded | 4595 | 3365 | 1230 | 4595 | 3365 | 1230 |
Profit Streak | 250.3715 | 250.3715 | 252.8715 | 250.3715 | 250.3715 | 252.8715 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89291 | 334821 | -581309 | -680806 | -307820 | -582975 |
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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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