Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484591.2132 | 349251.4616 | 135339.7516 | 87626.3199 | 123752.2311 | -36125.9112 |
Total P&L (%) | 484.5912 | 349.2515 | 135.3398 | 87.6263 | 123.7522 | -36.1259 |
Avg Daily Profit (%) | 0.3291 | 0.2372 | 0.0919 | 0.0427 | 0.0547 | -0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204088 | -163721 | -90483 | -328777 | -189736 | -149925 |
Profit Factor | 1.9469 | 2.0052 | 1.8238 | 1.1271 | 1.2895 | 0.8622 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 57.7465 | 51.4286 | 63.8889 | 57.7465 | 51.4286 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.4246 | 1.8938 | 1.0308 | 0.8247 | 1.2178 | 0.4873 |
Largest Winning Trade | 238430 | 238430 | 56891 | 241185 | 241185 | 46693 |
Largest Losing Trade | -78406 | -49754 | -78406 | -159308 | -159308 | -126139 |
Avg Bars in Trades | 79 | 106 | 51 | 79 | 106 | 51 |
Avg Bars in Winners | 81 | 112 | 57 | 81 | 112 | 57 |
Avg Bars in Losers | 75 | 101 | 41 | 75 | 101 | 41 |
Bars Traded | 5613 | 3742 | 1871 | 5613 | 3742 | 1871 |
Profit Streak | 23.0469 | 0 | 75.2969 | 23.0469 | 0 | 75.2969 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78137 | 429285 | -65551 | -307696 | -119666 | -578421 |
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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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