Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327583.9329 | 338805.4963 | -11221.5634 | -63395.0417 | -4829.5189 | -58565.5228 |
Total P&L (%) | 327.5839 | 338.8055 | -11.2216 | -63.395 | -4.8295 | -58.5655 |
Avg Daily Profit (%) | 0.1813 | 0.1875 | -0.0062 | -0.0556 | -0.0027 | -0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206029 | -142559 | -98001 | -128528 | -64175 | -75284 |
Profit Factor | 1.5901 | 2.0891 | 0.954 | 0.8026 | 0.9727 | 0.5947 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 49.2537 | 45.4545 | 52.9412 | 49.2537 | 45.4545 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.6383 | 2.507 | 0.848 | 0.8269 | 1.1672 | 0.5286 |
Largest Winning Trade | 382149 | 382149 | 42060 | 53012 | 53012 | 15773 |
Largest Losing Trade | -61158 | -61158 | -46443 | -51367 | -51367 | -29383 |
Avg Bars in Trades | 47 | 43 | 50 | 47 | 43 | 50 |
Avg Bars in Winners | 64 | 59 | 68 | 64 | 59 | 68 |
Avg Bars in Losers | 30 | 30 | 29 | 30 | 30 | 29 |
Bars Traded | 3155 | 1447 | 1708 | 3155 | 1447 | 1708 |
Profit Streak | 45.8509 | 54.8509 | 45.8509 | 45.8509 | 54.8509 | 45.8509 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109873 | 369219 | -579856 | -701080 | -580341 | -579856 |
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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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