Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679518.3331 | 616628.6819 | 62889.6511 | 29921.5551 | -51128.4228 | 81049.9779 |
Total P&L (%) | 679.5183 | 616.6287 | 62.8897 | 29.9216 | -51.1284 | 81.05 |
Avg Daily Profit (%) | 0.3806 | 0.3454 | 0.0352 | 0.0147 | -0.0401 | 0.0333 |
Buy And Hold Return (%) | 27.8014 | 27.8014 | 27.8014 | 27.8014 | 27.8014 | 27.8014 |
Max Trade Drawdown | -84348 | -100373 | -53772 | -130107 | -172315 | -78797 |
Profit Factor | 2.6283 | 4.2429 | 1.2768 | 1.0566 | 0.8127 | 1.3166 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 51.6129 | 48.3871 | 54.8387 | 51.6129 | 48.3871 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.464 | 4.5258 | 1.0515 | 0.9905 | 0.8669 | 1.0843 |
Largest Winning Trade | 663006 | 663006 | 57908 | 92366 | 92366 | 65240 |
Largest Losing Trade | -85072 | -33519 | -85072 | -85072 | -47649 | -85072 |
Avg Bars in Trades | 51 | 37 | 64 | 51 | 37 | 64 |
Avg Bars in Winners | 67 | 48 | 84 | 67 | 48 | 84 |
Avg Bars in Losers | 33 | 26 | 40 | 33 | 26 | 40 |
Bars Traded | 3162 | 1150 | 2012 | 3162 | 1150 | 2012 |
Profit Streak | 35.0798 | 35.0798 | 44.0798 | 35.0798 | 35.0798 | 44.0798 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142193 | 606404 | -149468 | -632067 | -580453 | -149897 |
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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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