Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674229.2574 | 655238.2922 | 18990.9652 | 325668.25 | 261085.0579 | 64583.1921 |
Total P&L (%) | 674.2293 | 655.2383 | 18.991 | 325.6683 | 261.0851 | 64.5832 |
Avg Daily Profit (%) | 0.3669 | 0.3566 | 0.0103 | 0.0789 | 0.0699 | 0.0271 |
Buy And Hold Return (%) | 105.3132 | 105.3132 | 105.3132 | 105.3132 | 105.3132 | 105.3132 |
Max Trade Drawdown | -119217 | -137752 | -35768 | -385470 | -489448 | -188828 |
Profit Factor | 2.7372 | 4.2065 | 1.1033 | 1.2886 | 1.4017 | 1.135 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 45.5882 | 50 | 41.1765 | 45.5882 | 50 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.267 | 4.2065 | 1.5762 | 1.538 | 1.4017 | 1.6215 |
Largest Winning Trade | 631459 | 631459 | 61720 | 409877 | 409877 | 191808 |
Largest Losing Trade | -37512 | -37512 | -35090 | -172886 | -162044 | -172886 |
Avg Bars in Trades | 76 | 76 | 75 | 76 | 76 | 75 |
Avg Bars in Winners | 102 | 90 | 117 | 102 | 90 | 117 |
Avg Bars in Losers | 54 | 63 | 46 | 54 | 63 | 46 |
Bars Traded | 5192 | 2614 | 2578 | 5192 | 2614 | 2578 |
Profit Streak | 87.3848 | 90.7181 | 0 | 87.3848 | 90.7181 | 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 | -100646 | 598019 | -453988 | -204507 | -102065 | -396770 |
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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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