Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477917.4286 | 444088.6015 | 33828.8271 | 609343.7911 | 485381.1318 | 123962.6593 |
Total P&L (%) | 477.9174 | 444.0886 | 33.8288 | 609.3438 | 485.3811 | 123.9627 |
Avg Daily Profit (%) | 0.9176 | 0.8527 | 0.065 | 0.3769 | 0.3399 | 0.1549 |
Buy And Hold Return (%) | 205.174 | 205.174 | 205.174 | 205.174 | 205.174 | 205.174 |
Max Trade Drawdown | -39382 | -38044 | -14184 | -196084 | -182345 | -77432 |
Profit Factor | 4.0152 | 6.4659 | 1.4379 | 1.9762 | 2.5389 | 1.4014 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 39.3443 | 35.4839 | 43.3333 | 39.3443 | 35.4839 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.19 | 11.7562 | 1.8803 | 3.0466 | 4.6161 | 1.8326 |
Largest Winning Trade | 403542 | 403542 | 23961 | 400273 | 400273 | 108269 |
Largest Losing Trade | -14957 | -14957 | -14184 | -77432 | -75367 | -77432 |
Avg Bars in Trades | 399 | 216 | 588 | 399 | 216 | 588 |
Avg Bars in Winners | 672 | 384 | 917 | 672 | 384 | 917 |
Avg Bars in Losers | 222 | 124 | 337 | 222 | 124 | 337 |
Bars Traded | 24388 | 6720 | 17668 | 24388 | 6720 | 17668 |
Profit Streak | 10.447 | 47.6136 | 0 | 10.447 | 47.6136 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155106 | 369567 | -273152 | -160171 | 141865 | -159936 |
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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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