Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786471.814 | 696904.6492 | 89567.1648 | 564692.5039 | 560403.0158 | 4289.4881 |
Total P&L (%) | 786.4718 | 696.9046 | 89.5672 | 564.6925 | 560.403 | 4.2895 |
Avg Daily Profit (%) | 0.3146 | 0.2788 | 0.0358 | 0.0758 | 0.0755 | 0.0017 |
Buy And Hold Return (%) | 277.0823 | 277.0823 | 277.0823 | 277.0823 | 277.0823 | 277.0823 |
Max Trade Drawdown | -90436 | -84943 | -108647 | -386303 | -245574 | -247244 |
Profit Factor | 2.5966 | 3.6541 | 1.3894 | 1.5437 | 2.0284 | 1.0087 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 63.9175 | 54.1667 | 73.4694 | 63.9175 | 54.1667 | 73.4694 |
Ratio Avg Win / Avg Loss | 1.4658 | 3.0919 | 0.5017 | 0.8714 | 1.7163 | 0.3642 |
Largest Winning Trade | 425527 | 425527 | 41757 | 472227 | 472227 | 96533 |
Largest Losing Trade | -90436 | -42538 | -90436 | -233090 | -173908 | -233090 |
Avg Bars in Trades | 48 | 62 | 34 | 48 | 62 | 34 |
Avg Bars in Winners | 37 | 43 | 33 | 37 | 43 | 33 |
Avg Bars in Losers | 67 | 85 | 38 | 67 | 85 | 38 |
Bars Traded | 4711 | 3015 | 1696 | 4711 | 3015 | 1696 |
Profit Streak | 33.6058 | 0 | 249.6058 | 33.6058 | 0 | 249.6058 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439440 | 453803 | -307313 | -95454 | -93929 | -564442 |
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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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