Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399014.2613 | 349770.241 | 49244.0203 | 684646.2718 | 632583.2817 | 52062.9901 |
Total P&L (%) | 399.0143 | 349.7702 | 49.244 | 684.6463 | 632.5833 | 52.063 |
Avg Daily Profit (%) | 0.2826 | 0.2477 | 0.0349 | 0.146 | 0.1411 | 0.0297 |
Buy And Hold Return (%) | 11.6724 | 11.6724 | 11.6724 | 11.6724 | 11.6724 | 11.6724 |
Max Trade Drawdown | -105417 | -108771 | -48887 | -560523 | -574474 | -317576 |
Profit Factor | 2.3039 | 2.5047 | 1.6694 | 1.4584 | 1.5748 | 1.1325 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 77.6119 | 75.7576 | 79.4118 | 77.6119 | 75.7576 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.6646 | 0.8015 | 0.4328 | 0.4207 | 0.5039 | 0.2936 |
Largest Winning Trade | 78409 | 78409 | 13769 | 236218 | 236218 | 66301 |
Largest Losing Trade | -61623 | -61623 | -44761 | -334373 | -334373 | -288836 |
Avg Bars in Trades | 56 | 109 | 4 | 56 | 109 | 4 |
Avg Bars in Winners | 20 | 39 | 2 | 20 | 39 | 2 |
Avg Bars in Losers | 178 | 326 | 9 | 178 | 326 | 9 |
Bars Traded | 3752 | 3610 | 142 | 3752 | 3610 | 142 |
Profit Streak | 575.6649 | 597.6649 | 575.6649 | 575.6649 | 597.6649 | 575.6649 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106133 | 528817 | -142917 | -114403 | 19790 | -226439 |
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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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