Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755671.1911 | 740582.0039 | 15089.1873 | 490786.9763 | 587270.4542 | -96483.4779 |
Total P&L (%) | 755.6712 | 740.582 | 15.0892 | 490.787 | 587.2705 | -96.4835 |
Avg Daily Profit (%) | 0.4122 | 0.404 | 0.0082 | 0.0969 | 0.1052 | -0.1825 |
Buy And Hold Return (%) | 58.346 | 58.346 | 58.346 | 58.346 | 58.346 | 58.346 |
Max Trade Drawdown | -120913 | -76428 | -104660 | -995488 | -542515 | -744947 |
Profit Factor | 2.6407 | 4.56 | 1.0597 | 1.1692 | 1.4233 | 0.9362 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 34.3284 | 35.2941 | 33.3333 | 34.3284 | 35.2941 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.0517 | 8.3601 | 2.1195 | 2.2368 | 2.6094 | 1.8725 |
Largest Winning Trade | 656993 | 656993 | 55468 | 648062 | 648062 | 278063 |
Largest Losing Trade | -33399 | -26950 | -33399 | -232937 | -232937 | -201312 |
Avg Bars in Trades | 313 | 305 | 320 | 313 | 305 | 320 |
Avg Bars in Winners | 690 | 675 | 706 | 690 | 675 | 706 |
Avg Bars in Losers | 115 | 103 | 127 | 115 | 103 | 127 |
Bars Traded | 20977 | 10394 | 10583 | 20977 | 10394 | 10583 |
Profit Streak | 138.9597 | 149.9597 | 0 | 138.9597 | 149.9597 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111913 | 435298 | -507811 | -223623 | -55324 | -584506 |
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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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