Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592492.8206 | 593664.5973 | -1171.7766 | 241928.7174 | 217184.3871 | 24744.3303 |
Total P&L (%) | 592.4928 | 593.6646 | -1.1718 | 241.9287 | 217.1844 | 24.7443 |
Avg Daily Profit (%) | 0.3218 | 0.3225 | -0.0006 | 0.0668 | 0.0627 | 0.012 |
Buy And Hold Return (%) | 191.0629 | 191.0629 | 191.0629 | 191.0629 | 191.0629 | 191.0629 |
Max Trade Drawdown | -76740 | -75081 | -63125 | -86126 | -87028 | -60743 |
Profit Factor | 2.3764 | 4.6941 | 0.9957 | 1.5691 | 2.3215 | 1.0949 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 2.5297 | 6.0352 | 0.8785 | 1.6704 | 2.9848 | 0.9661 |
Largest Winning Trade | 512009 | 512009 | 46425 | 94575 | 94575 | 78425 |
Largest Losing Trade | -52694 | -29355 | -52694 | -60743 | -31435 | -60743 |
Avg Bars in Trades | 110 | 105 | 115 | 110 | 105 | 115 |
Avg Bars in Winners | 170 | 166 | 174 | 170 | 166 | 174 |
Avg Bars in Losers | 53 | 57 | 48 | 53 | 57 | 48 |
Bars Traded | 7058 | 3370 | 3688 | 7058 | 3370 | 3688 |
Profit Streak | 267.2203 | 267.2203 | 329.2203 | 267.2203 | 267.2203 | 329.2203 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132553 | 423553 | -579439 | -326985 | -229876 | -459039 |
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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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