Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678821.7391 | 611929.9409 | 66891.7982 | 511928.5353 | 627160.1914 | -115231.6561 |
Total P&L (%) | 678.8217 | 611.9299 | 66.8918 | 511.9285 | 627.1602 | -115.2317 |
Avg Daily Profit (%) | 0.3612 | 0.3256 | 0.0356 | 0.0964 | 0.1056 | 0 |
Buy And Hold Return (%) | 79.2575 | 79.2575 | 79.2575 | 79.2575 | 79.2575 | 79.2575 |
Max Trade Drawdown | -169312 | -150402 | -99115 | -562274 | -222523 | -408085 |
Profit Factor | 2.7334 | 3.8228 | 1.3826 | 1.5439 | 2.7587 | 0.8029 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 2.8215 | 4.0776 | 1.3826 | 1.5937 | 2.9426 | 0.8029 |
Largest Winning Trade | 306307 | 306307 | 52306 | 378572 | 378572 | 170837 |
Largest Losing Trade | -71172 | -71172 | -46683 | -275634 | -159520 | -275634 |
Avg Bars in Trades | 55 | 83 | 27 | 55 | 83 | 27 |
Avg Bars in Winners | 54 | 64 | 44 | 54 | 64 | 44 |
Avg Bars in Losers | 56 | 101 | 11 | 56 | 101 | 11 |
Bars Traded | 3485 | 2592 | 893 | 3485 | 2592 | 893 |
Profit Streak | 361.103 | 363.103 | 361.103 | 361.103 | 363.103 | 361.103 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135276 | 601846 | -308954 | -211404 | -45631 | -579190 |
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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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