Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633217.7352 | 631474.9673 | 1742.7679 | 220512.7621 | 326946.0425 | -106433.2804 |
Total P&L (%) | 633.2177 | 631.475 | 1.7428 | 220.5128 | 326.946 | -106.4333 |
Avg Daily Profit (%) | 0.3438 | 0.3428 | 0.0009 | 0.0633 | 0.0788 | 0 |
Buy And Hold Return (%) | 176.2702 | 176.2702 | 176.2702 | 176.2702 | 176.2702 | 176.2702 |
Max Trade Drawdown | -107790 | -75807 | -56634 | -264972 | -159206 | -253355 |
Profit Factor | 2.3305 | 4.1696 | 1.0063 | 1.1851 | 1.7305 | 0.8569 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 33.3333 | 34.375 | 32.2581 | 33.3333 | 34.375 | 32.2581 |
Ratio Avg Win / Avg Loss | 4.6609 | 7.9602 | 2.1132 | 2.3702 | 3.3037 | 1.7994 |
Largest Winning Trade | 564615 | 564615 | 57127 | 253911 | 253911 | 190375 |
Largest Losing Trade | -30696 | -30696 | -27636 | -111315 | -67057 | -111315 |
Avg Bars in Trades | 333 | 330 | 336 | 333 | 330 | 336 |
Avg Bars in Winners | 651 | 606 | 701 | 651 | 606 | 701 |
Avg Bars in Losers | 174 | 185 | 162 | 174 | 185 | 162 |
Bars Traded | 21006 | 10576 | 10430 | 21006 | 10576 | 10430 |
Profit Streak | 85.3961 | 118.2294 | 0 | 85.3961 | 118.2294 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146080 | 313223 | -576750 | -369137 | -97421 | -584939 |
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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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