Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475407.5051 | 420211.8136 | 55195.6915 | 831507.7072 | 764041.7012 | 67466.0059 |
Total P&L (%) | 475.4075 | 420.2118 | 55.1957 | 831.5077 | 764.0417 | 67.466 |
Avg Daily Profit (%) | 0.4564 | 0.4034 | 0.053 | 0.2145 | 0.2072 | 0.0495 |
Buy And Hold Return (%) | 135.6557 | 135.6557 | 135.6557 | 135.6557 | 135.6557 | 135.6557 |
Max Trade Drawdown | -76860 | -70090 | -35188 | -1604620 | -1585465 | -748385 |
Profit Factor | 2.9907 | 3.3816 | 1.885 | 1.2179 | 1.277 | 1.0637 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 62.6866 | 60.6061 | 64.7059 | 62.6866 | 60.6061 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.7802 | 2.1981 | 1.0282 | 0.7249 | 0.8301 | 0.5802 |
Largest Winning Trade | 222174 | 222174 | 20378 | 658766 | 658766 | 172363 |
Largest Losing Trade | -69100 | -69100 | -28559 | -1505968 | -1505968 | -626850 |
Avg Bars in Trades | 328 | 600 | 64 | 328 | 600 | 64 |
Avg Bars in Winners | 174 | 293 | 67 | 174 | 293 | 67 |
Avg Bars in Losers | 586 | 1072 | 60 | 586 | 1072 | 60 |
Bars Traded | 22015 | 19809 | 2206 | 22015 | 19809 | 2206 |
Profit Streak | 69.2491 | 0 | 74.4574 | 69.2491 | 0 | 74.4574 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105935 | 509464 | -282203 | -113300 | 245319 | -441385 |
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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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