Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487342.8724 | 450668.4018 | 36674.4706 | 413851.121 | 357191.4517 | 56659.6693 |
Total P&L (%) | 487.3429 | 450.6684 | 36.6745 | 413.8511 | 357.1915 | 56.6597 |
Avg Daily Profit (%) | 0.345 | 0.3191 | 0.026 | 0.1159 | 0.1077 | 0.0318 |
Buy And Hold Return (%) | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 |
Max Trade Drawdown | -213520 | -164572 | -65824 | -583467 | -471830 | -208798 |
Profit Factor | 2.1053 | 2.4977 | 1.2619 | 1.3864 | 1.446 | 1.2098 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9248 | 2.3508 | 1.1217 | 1.2676 | 1.3609 | 1.0753 |
Largest Winning Trade | 164917 | 164917 | 22027 | 274168 | 274168 | 75337 |
Largest Losing Trade | -64084 | -64084 | -28585 | -364150 | -364150 | -102429 |
Avg Bars in Trades | 37 | 71 | 4 | 37 | 71 | 4 |
Avg Bars in Winners | 32 | 61 | 4 | 32 | 61 | 4 |
Avg Bars in Losers | 43 | 81 | 4 | 43 | 81 | 4 |
Bars Traded | 2501 | 2356 | 145 | 2501 | 2356 | 145 |
Profit Streak | 648.5201 | 774.0201 | 648.5201 | 648.5201 | 774.0201 | 648.5201 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106888 | 536442 | -322889 | -157354 | -46776 | -222234 |
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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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