Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427001.0014 | 386449.7611 | 40551.2403 | 89322.3558 | 129600.196 | -40277.8402 |
Total P&L (%) | 427.001 | 386.4498 | 40.5512 | 89.3224 | 129.6002 | -40.2778 |
Avg Daily Profit (%) | 0.2292 | 0.2074 | 0.0218 | 0.0343 | 0.0446 | -0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74264 | -95131 | -59789 | -184847 | -186962 | -114014 |
Profit Factor | 1.8295 | 2.5989 | 1.1485 | 1.1013 | 1.3137 | 0.9141 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 49.2754 | 40 | 58.8235 | 49.2754 | 40 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.8833 | 3.8984 | 0.804 | 1.1337 | 1.9706 | 0.6399 |
Largest Winning Trade | 304053 | 304053 | 47506 | 146328 | 146328 | 74155 |
Largest Losing Trade | -66494 | -32757 | -66494 | -112193 | -85322 | -112193 |
Avg Bars in Trades | 104 | 113 | 94 | 104 | 113 | 94 |
Avg Bars in Winners | 132 | 162 | 110 | 132 | 162 | 110 |
Avg Bars in Losers | 77 | 81 | 72 | 77 | 81 | 72 |
Bars Traded | 7211 | 3987 | 3223 | 7211 | 3987 | 3223 |
Profit Streak | 145.9318 | 158.1818 | 145.9318 | 145.9318 | 158.1818 | 145.9318 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93804 | 363416 | -222703 | -361391 | -134573 | -578689 |
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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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