Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627672.4063 | 516889.3236 | 110783.0827 | 2687.7682 | 721812.5325 | -719124.7643 |
Total P&L (%) | 627.6724 | 516.8893 | 110.7831 | 2.6878 | 721.8125 | -719.1248 |
Avg Daily Profit (%) | 0.3592 | 0.2958 | 0.0634 | 0.0015 | 0.1206 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168067 | -85629 | -162108 | -1704818 | -324312 | -1766770 |
Profit Factor | 2.0577 | 3.2705 | 1.3029 | 1.0007 | 1.732 | 0.7581 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 60.9375 | 53.125 | 68.75 | 60.9375 | 53.125 | 68.75 |
Ratio Avg Win / Avg Loss | 1.3191 | 2.8857 | 0.5922 | 0.6415 | 1.5282 | 0.3446 |
Largest Winning Trade | 440405 | 440405 | 62253 | 584166 | 584166 | 431925 |
Largest Losing Trade | -76913 | -33177 | -76913 | -1154148 | -185958 | -1154148 |
Avg Bars in Trades | 53 | 39 | 66 | 53 | 39 | 66 |
Avg Bars in Winners | 49 | 30 | 64 | 49 | 30 | 64 |
Avg Bars in Losers | 58 | 49 | 70 | 58 | 49 | 70 |
Bars Traded | 3399 | 1271 | 2128 | 3399 | 1271 | 2128 |
Profit Streak | 26.4311 | 0 | 67.4311 | 26.4311 | 0 | 67.4311 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129341 | 557323 | -106476 | -719547 | -27924 | -577409 |
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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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