Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739883.533 | 687598.1499 | 52285.3831 | 840120.2535 | 724429.4197 | 115690.8338 |
Total P&L (%) | 739.8835 | 687.5982 | 52.2854 | 840.1203 | 724.4294 | 115.6908 |
Avg Daily Profit (%) | 0.4025 | 0.3741 | 0.0284 | 0.122 | 0.1148 | 0.0418 |
Buy And Hold Return (%) | 189.0052 | 189.0052 | 189.0052 | 189.0052 | 189.0052 | 189.0052 |
Max Trade Drawdown | -89967 | -102878 | -82231 | -547747 | -460568 | -238825 |
Profit Factor | 2.8982 | 4.5604 | 1.2659 | 1.6256 | 1.9996 | 1.1871 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.9322 | 56.6667 | 55.1724 | 55.9322 | 56.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.2835 | 3.4874 | 1.0285 | 1.2808 | 1.5291 | 0.9646 |
Largest Winning Trade | 580880 | 580880 | 54343 | 553166 | 553166 | 206038 |
Largest Losing Trade | -36140 | -36140 | -33749 | -249376 | -249376 | -154248 |
Avg Bars in Trades | 118 | 113 | 123 | 118 | 113 | 123 |
Avg Bars in Winners | 119 | 114 | 124 | 119 | 114 | 124 |
Avg Bars in Losers | 117 | 112 | 122 | 117 | 112 | 122 |
Bars Traded | 6983 | 3398 | 3585 | 6983 | 3398 | 3585 |
Profit Streak | 326.505 | 449.755 | 326.505 | 326.505 | 449.755 | 326.505 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164300 | 599211 | -318824 | -206920 | -35672 | -317199 |
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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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