Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311443.4756 | 224680.4232 | 86763.0524 | 797472.3891 | 864249.1463 | -66776.7572 |
Total P&L (%) | 311.4435 | 224.6804 | 86.7631 | 797.4724 | 864.2491 | -66.7768 |
Avg Daily Profit (%) | 0.2193 | 0.1582 | 0.0611 | 0.1547 | 0.1597 | -0.0776 |
Buy And Hold Return (%) | 59.7168 | 59.7168 | 59.7168 | 59.7168 | 59.7168 | 59.7168 |
Max Trade Drawdown | -43876 | -34140 | -45551 | -682508 | -353780 | -637010 |
Profit Factor | 3.0051 | 4.0111 | 2.0751 | 1.5338 | 2.6518 | 0.9312 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 10 | 5 | 5 | 10 | 5 | 5 |
Profitability (%) | 85.0746 | 84.8485 | 85.2941 | 85.0746 | 84.8485 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.5272 | 0.7163 | 0.3578 | 0.2691 | 0.4735 | 0.1606 |
Largest Winning Trade | 127122 | 127122 | 21793 | 367521 | 367521 | 143915 |
Largest Losing Trade | -40761 | -34140 | -40761 | -562888 | -238247 | -562888 |
Avg Bars in Trades | 33 | 42 | 23 | 33 | 42 | 23 |
Avg Bars in Winners | 20 | 25 | 15 | 20 | 25 | 15 |
Avg Bars in Losers | 104 | 135 | 73 | 104 | 135 | 73 |
Bars Traded | 2217 | 1404 | 813 | 2217 | 1404 | 813 |
Profit Streak | 34.9035 | 92.9035 | 34.9035 | 34.9035 | 92.9035 | 34.9035 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105492 | 537949 | -128937 | -107554 | 568592 | -574671 |
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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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