Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462809.5084 | 430455.1444 | 32354.364 | 254828.5044 | 148326.3607 | 106502.1437 |
Total P&L (%) | 462.8095 | 430.4551 | 32.3544 | 254.8285 | 148.3264 | 106.5021 |
Avg Daily Profit (%) | 0.1969 | 0.1832 | 0.0138 | 0.0539 | 0.0387 | 0.0309 |
Buy And Hold Return (%) | 11.962 | 11.962 | 11.962 | 11.962 | 11.962 | 11.962 |
Max Trade Drawdown | -93979 | -87623 | -69696 | -704076 | -665288 | -322820 |
Profit Factor | 2.2533 | 3.4021 | 1.1702 | 1.1579 | 1.1547 | 1.1626 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 58.209 | 60.6061 | 55.8824 | 58.209 | 60.6061 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.6177 | 2.2114 | 0.9239 | 0.8313 | 0.7506 | 0.9178 |
Largest Winning Trade | 366277 | 366277 | 35534 | 408414 | 408414 | 126330 |
Largest Losing Trade | -58295 | -58295 | -44881 | -543098 | -543098 | -192002 |
Avg Bars in Trades | 55 | 104 | 8 | 55 | 104 | 8 |
Avg Bars in Winners | 25 | 40 | 9 | 25 | 40 | 9 |
Avg Bars in Losers | 97 | 202 | 7 | 97 | 202 | 7 |
Bars Traded | 3721 | 3442 | 279 | 3721 | 3442 | 279 |
Profit Streak | 300.5897 | 300.5897 | 303.5897 | 300.5897 | 300.5897 | 303.5897 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106704 | 573169 | -210789 | -288015 | -191268 | -193008 |
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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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