Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430729.0326 | 336254.5038 | 94474.5288 | 101090.4424 | -349812.917 | 450903.3593 |
Total P&L (%) | 430.729 | 336.2545 | 94.4745 | 101.0904 | -349.8129 | 450.9034 |
Avg Daily Profit (%) | 0.2236 | 0.1746 | 0.0491 | 0.0363 | 0 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138007 | -99292 | -111713 | -1475000 | -1097893 | -707046 |
Profit Factor | 1.7591 | 2.4419 | 1.2827 | 1.0331 | 0.7708 | 1.2958 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 57.6923 | 53.8462 | 61.5385 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.29 | 2.093 | 0.8017 | 0.7576 | 0.6607 | 0.8099 |
Largest Winning Trade | 149176 | 149176 | 60891 | 444730 | 272135 | 444730 |
Largest Losing Trade | -69664 | -31911 | -69664 | -540747 | -503019 | -540747 |
Avg Bars in Trades | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Winners | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Losers | 68 | 71 | 64 | 68 | 71 | 64 |
Bars Traded | 5410 | 2744 | 2666 | 5410 | 2744 | 2666 |
Profit Streak | 69.1938 | 88.5272 | 69.1938 | 69.1938 | 88.5272 | 69.1938 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26023 | 487304 | -126607 | -366249 | -579298 | -73746 |
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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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