Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491358.2493 | 403371.8674 | 87986.3819 | 436432.8632 | 81265.8454 | 355167.0179 |
Total P&L (%) | 491.3582 | 403.3719 | 87.9864 | 436.4329 | 81.2658 | 355.167 |
Avg Daily Profit (%) | 0.1964 | 0.1612 | 0.0352 | 0.0672 | 0.0238 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120101 | -113347 | -63502 | -2337634 | -2335805 | -1483555 |
Profit Factor | 2.0009 | 2.1991 | 1.5694 | 1.0687 | 1.0184 | 1.1837 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 67.1053 | 65.7895 | 68.4211 | 67.1053 | 65.7895 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.9808 | 1.1435 | 0.7243 | 0.5239 | 0.5296 | 0.5463 |
Largest Winning Trade | 183629 | 183629 | 28969 | 867129 | 867129 | 403500 |
Largest Losing Trade | -61941 | -61941 | -58159 | -1453881 | -1098846 | -1453881 |
Avg Bars in Trades | 128 | 234 | 22 | 128 | 234 | 22 |
Avg Bars in Winners | 87 | 153 | 23 | 87 | 153 | 23 |
Avg Bars in Losers | 211 | 388 | 19 | 211 | 388 | 19 |
Bars Traded | 9750 | 8893 | 857 | 9750 | 8893 | 857 |
Profit Streak | 79.0689 | 160.3189 | 79.0689 | 79.0689 | 160.3189 | 79.0689 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41066 | 498028 | -141764 | -299557 | -359597 | -128059 |
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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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