Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389085.1968 | 308321.564 | 80763.6328 | 1012858.567 | 543271.9092 | 469586.6578 |
Total P&L (%) | 389.0852 | 308.3216 | 80.7636 | 1012.8586 | 543.2719 | 469.5867 |
Avg Daily Profit (%) | 0.2279 | 0.1806 | 0.0473 | 0.1412 | 0.1091 | 0.102 |
Buy And Hold Return (%) | 96.1381 | 96.1381 | 96.1381 | 96.1381 | 96.1381 | 96.1381 |
Max Trade Drawdown | -64784 | -57697 | -16964 | -434334 | -412881 | -65282 |
Profit Factor | 2.7516 | 2.7981 | 2.5941 | 1.885 | 1.5461 | 4.1391 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 71.4286 | 65.625 | 77.4194 | 71.4286 | 65.625 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.1006 | 1.4657 | 0.7566 | 0.754 | 0.8098 | 1.2072 |
Largest Winning Trade | 101572 | 101572 | 17824 | 418619 | 418619 | 93299 |
Largest Losing Trade | -57697 | -57697 | -16964 | -412881 | -412881 | -65282 |
Avg Bars in Trades | 319 | 597 | 33 | 319 | 597 | 33 |
Avg Bars in Winners | 130 | 251 | 24 | 130 | 251 | 24 |
Avg Bars in Losers | 792 | 1258 | 62 | 792 | 1258 | 62 |
Bars Traded | 20143 | 19113 | 1030 | 20143 | 19113 | 1030 |
Profit Streak | 75.4934 | 75.4934 | 302.3267 | 75.4934 | 75.4934 | 302.3267 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136982 | 421761 | -288436 | -150078 | -44959 | -47346 |
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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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