Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774438.8003 | 736403.7932 | 38035.0071 | -597.045 | 80541.3237 | -81138.3687 |
Total P&L (%) | 774.4388 | 736.4038 | 38.035 | -0.597 | 80.5413 | -81.1384 |
Avg Daily Profit (%) | 0.3259 | 0.3099 | 0.016 | -0.0003 | 0.0249 | -0.0702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191415 | -107356 | -138795 | -2002726 | -1206417 | -1560735 |
Profit Factor | 2.0648 | 3.357 | 1.0917 | 0.9998 | 1.0484 | 0.9611 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.1538 | 45.4545 | 46.875 | 46.1538 | 45.4545 | 46.875 |
Ratio Avg Win / Avg Loss | 2.4089 | 4.0284 | 1.2372 | 1.1665 | 1.258 | 1.0893 |
Largest Winning Trade | 508998 | 508998 | 62700 | 804706 | 568166 | 804706 |
Largest Losing Trade | -67211 | -29801 | -67211 | -1093225 | -520385 | -1093225 |
Avg Bars in Trades | 70 | 48 | 92 | 70 | 48 | 92 |
Avg Bars in Winners | 112 | 75 | 149 | 112 | 75 | 149 |
Avg Bars in Losers | 34 | 26 | 43 | 34 | 26 | 43 |
Bars Traded | 4587 | 1614 | 2973 | 4587 | 1614 | 2973 |
Profit Streak | 12.7005 | 29.2005 | 0 | 12.7005 | 29.2005 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124121 | 509186 | -294794 | -716271 | -328220 | -580358 |
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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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