Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543661.866 | 469429.5466 | 74232.3195 | 768997.5429 | 567795.1845 | 201202.3584 |
Total P&L (%) | 543.6619 | 469.4295 | 74.2323 | 768.9975 | 567.7952 | 201.2024 |
Avg Daily Profit (%) | 0.3851 | 0.3325 | 0.0526 | 0.1533 | 0.1346 | 0.0781 |
Buy And Hold Return (%) | 58.1353 | 58.1353 | 58.1353 | 58.1353 | 58.1353 | 58.1353 |
Max Trade Drawdown | -134032 | -102919 | -129398 | -156959 | -85263 | -201692 |
Profit Factor | 2.2604 | 3.2739 | 1.3301 | 2.4617 | 4.1654 | 1.5803 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.4111 | 3.4921 | 1.4188 | 2.6258 | 4.4431 | 1.6856 |
Largest Winning Trade | 236548 | 236548 | 60278 | 342751 | 342751 | 215805 |
Largest Losing Trade | -51533 | -29042 | -51533 | -99828 | -18591 | -99828 |
Avg Bars in Trades | 132 | 149 | 114 | 132 | 149 | 114 |
Avg Bars in Winners | 172 | 186 | 158 | 172 | 186 | 158 |
Avg Bars in Losers | 94 | 115 | 74 | 94 | 115 | 74 |
Bars Traded | 8204 | 4648 | 3556 | 8204 | 4648 | 3556 |
Profit Streak | 658.6249 | 658.6249 | 670.9582 | 658.6249 | 658.6249 | 670.9582 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143840 | 550886 | -201403 | -145433 | -5472 | -87763 |
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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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