Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412859.914 | 330454.2686 | 82405.6454 | 600018.681 | 129932.743 | 470085.9379 |
Total P&L (%) | 412.8599 | 330.4543 | 82.4056 | 600.0187 | 129.9327 | 470.0859 |
Avg Daily Profit (%) | 0.3326 | 0.2662 | 0.0664 | 0.1569 | 0.0671 | 0.1403 |
Buy And Hold Return (%) | 12.5319 | 12.5319 | 12.5319 | 12.5319 | 12.5319 | 12.5319 |
Max Trade Drawdown | -118400 | -56586 | -121137 | -1381005 | -1007767 | -559479 |
Profit Factor | 1.9789 | 2.6196 | 1.3785 | 1.2576 | 1.0874 | 1.5576 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 69.2308 | 68.75 | 69.697 | 69.2308 | 68.75 | 69.697 |
Ratio Avg Win / Avg Loss | 0.8795 | 1.1907 | 0.5993 | 0.5589 | 0.4943 | 0.6772 |
Largest Winning Trade | 106870 | 106870 | 32192 | 457603 | 457603 | 417306 |
Largest Losing Trade | -51533 | -44914 | -51533 | -801749 | -801749 | -406023 |
Avg Bars in Trades | 69 | 91 | 49 | 69 | 91 | 49 |
Avg Bars in Winners | 53 | 68 | 39 | 53 | 68 | 39 |
Avg Bars in Losers | 106 | 141 | 70 | 106 | 141 | 70 |
Bars Traded | 4549 | 2932 | 1617 | 4549 | 2932 | 1617 |
Profit Streak | 74.2215 | 0 | 75.4715 | 74.2215 | 0 | 75.4715 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123212 | 520923 | -102587 | -127121 | -226952 | -2622 |
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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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