Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745242.0507 | 676028.6513 | 69213.3994 | 851481.8863 | 1395716.1765 | -544234.2902 |
Total P&L (%) | 745.2421 | 676.0287 | 69.2134 | 851.4819 | 1395.7162 | -544.2343 |
Avg Daily Profit (%) | 0.2981 | 0.2704 | 0.0277 | 0.0902 | 0.1083 | 0 |
Buy And Hold Return (%) | 329.6066 | 329.6066 | 329.6066 | 329.6066 | 329.6066 | 329.6066 |
Max Trade Drawdown | -139370 | -76983 | -122415 | -881957 | -103904 | -847658 |
Profit Factor | 3.0955 | 4.6683 | 1.4039 | 1.6737 | 5.8127 | 0.4412 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 67.2131 | 70.9677 | 63.3333 | 67.2131 | 70.9677 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.51 | 1.9098 | 0.8128 | 0.8164 | 2.3779 | 0.2554 |
Largest Winning Trade | 341774 | 341774 | 34908 | 432572 | 432572 | 195188 |
Largest Losing Trade | -86295 | -74384 | -86295 | -786962 | -89070 | -786962 |
Avg Bars in Trades | 76 | 121 | 29 | 76 | 121 | 29 |
Avg Bars in Winners | 61 | 89 | 29 | 61 | 89 | 29 |
Avg Bars in Losers | 106 | 201 | 28 | 106 | 201 | 28 |
Bars Traded | 4652 | 3775 | 877 | 4652 | 3775 | 877 |
Profit Streak | 224.2937 | 226.7937 | 0 | 224.2937 | 226.7937 | 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 | -153535 | 478589 | -320659 | -238449 | -38006 | -578819 |
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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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