Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497825.0471 | 381884.159 | 115940.8881 | 369364.1531 | 718579.6269 | -349215.4739 |
Total P&L (%) | 497.825 | 381.8842 | 115.9409 | 369.3642 | 718.5796 | -349.2155 |
Avg Daily Profit (%) | 0.2518 | 0.1932 | 0.0586 | 0.0782 | 0.1064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115117 | -45873 | -185708 | -905277 | -239707 | -824092 |
Profit Factor | 1.9032 | 3.3939 | 1.296 | 1.1522 | 2.2255 | 0.8103 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 59.0909 | 60.6061 | 57.5758 | 59.0909 | 60.6061 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.3176 | 2.206 | 0.955 | 0.7977 | 1.4466 | 0.5971 |
Largest Winning Trade | 103559 | 103559 | 65554 | 417469 | 265495 | 417469 |
Largest Losing Trade | -80445 | -29742 | -80445 | -640290 | -117826 | -640290 |
Avg Bars in Trades | 86 | 84 | 87 | 86 | 84 | 87 |
Avg Bars in Winners | 99 | 96 | 102 | 99 | 96 | 102 |
Avg Bars in Losers | 67 | 66 | 68 | 67 | 66 | 68 |
Bars Traded | 5699 | 2797 | 2902 | 5699 | 2797 | 2902 |
Profit Streak | 584.5305 | 814.5305 | 584.5305 | 584.5305 | 814.5305 | 584.5305 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115404 | 603476 | -114304 | -269274 | -44688 | -578862 |
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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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