Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632673.5596 | 568140.4515 | 64533.1081 | 249905.8007 | 367549.5547 | -117643.7539 |
Total P&L (%) | 632.6736 | 568.1405 | 64.5331 | 249.9058 | 367.5496 | -117.6438 |
Avg Daily Profit (%) | 0.3386 | 0.3041 | 0.0345 | 0.0671 | 0.0826 | 0 |
Buy And Hold Return (%) | 45.2466 | 45.2466 | 45.2466 | 45.2466 | 45.2466 | 45.2466 |
Max Trade Drawdown | -211035 | -104548 | -165041 | -436989 | -132506 | -362211 |
Profit Factor | 2.0578 | 2.776 | 1.232 | 1.3118 | 2.0277 | 0.735 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 49.2308 | 37.5 | 60.6061 | 49.2308 | 37.5 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.1221 | 4.6267 | 0.8008 | 1.3528 | 3.3795 | 0.4777 |
Largest Winning Trade | 280386 | 280386 | 43151 | 283607 | 283607 | 99578 |
Largest Losing Trade | -57499 | -57499 | -49468 | -225518 | -81976 | -225518 |
Avg Bars in Trades | 80 | 85 | 74 | 80 | 85 | 74 |
Avg Bars in Winners | 102 | 119 | 91 | 102 | 119 | 91 |
Avg Bars in Losers | 58 | 65 | 49 | 58 | 65 | 49 |
Bars Traded | 5214 | 2741 | 2473 | 5214 | 2741 | 2473 |
Profit Streak | 234.6082 | 234.6082 | 360.6082 | 234.6082 | 234.6082 | 360.6082 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121762 | 370961 | -179184 | -239116 | -82758 | -578046 |
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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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