Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675010.543 | 594399.0628 | 80611.4802 | 540803.4459 | 632133.5108 | -91330.0649 |
Total P&L (%) | 675.0105 | 594.3991 | 80.6115 | 540.8034 | 632.1335 | -91.3301 |
Avg Daily Profit (%) | 0.3604 | 0.3174 | 0.043 | 0.0992 | 0.1064 | -0.1305 |
Buy And Hold Return (%) | 22.3486 | 22.3486 | 22.3486 | 22.3486 | 22.3486 | 22.3486 |
Max Trade Drawdown | -190925 | -102914 | -101643 | -601817 | -403582 | -433430 |
Profit Factor | 2.2104 | 3.2962 | 1.2697 | 1.3678 | 2.0058 | 0.8915 |
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 | 1.5869 | 2.1426 | 1.0024 | 0.982 | 1.3038 | 0.7038 |
Largest Winning Trade | 261370 | 261370 | 74472 | 216558 | 216558 | 148580 |
Largest Losing Trade | -71293 | -55004 | -71293 | -263735 | -243921 | -263735 |
Avg Bars in Trades | 104 | 104 | 103 | 104 | 104 | 103 |
Avg Bars in Winners | 126 | 124 | 129 | 126 | 124 | 129 |
Avg Bars in Losers | 72 | 74 | 70 | 72 | 74 | 70 |
Bars Traded | 6977 | 3449 | 3528 | 6977 | 3449 | 3528 |
Profit Streak | 380.6155 | 380.6155 | 404.8655 | 380.6155 | 380.6155 | 404.8655 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104830 | 650616 | -135945 | -179687 | -45146 | -578636 |
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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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