Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352315.1906 | 330618.0023 | 21697.1884 | -18620.9193 | -13590.1991 | -5030.7202 |
Total P&L (%) | 352.3152 | 330.618 | 21.6972 | -18.6209 | -13.5902 | -5.0307 |
Avg Daily Profit (%) | 0.1883 | 0.1767 | 0.0116 | -0.011 | -0.0078 | -0.0028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177241 | -161054 | -26339 | -805653 | -777337 | -65946 |
Profit Factor | 1.6854 | 1.7384 | 1.3271 | 0.9859 | 0.9886 | 0.961 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 57.7465 | 57.1429 | 58.3333 | 57.7465 | 57.1429 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2332 | 1.3038 | 0.948 | 0.7214 | 0.7414 | 0.6864 |
Largest Winning Trade | 150889 | 150889 | 10310 | 440900 | 440900 | 27199 |
Largest Losing Trade | -67799 | -67799 | -22426 | -479514 | -479514 | -62066 |
Avg Bars in Trades | 154 | 311 | 1 | 154 | 311 | 1 |
Avg Bars in Winners | 67 | 136 | 1 | 67 | 136 | 1 |
Avg Bars in Losers | 274 | 545 | 2 | 274 | 545 | 2 |
Bars Traded | 10984 | 10919 | 65 | 10984 | 10919 | 65 |
Profit Streak | 76.3386 | 77.5053 | 76.3386 | 76.3386 | 77.5053 | 76.3386 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78973 | 428135 | -182198 | -669353 | -578491 | -578457 |
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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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