Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837342.7078 | 780720.702 | 56622.0058 | 913738.3408 | 779346.688 | 134391.6528 |
Total P&L (%) | 837.3427 | 780.7207 | 56.622 | 913.7383 | 779.3467 | 134.3917 |
Avg Daily Profit (%) | 0.4566 | 0.4258 | 0.0309 | 0.1264 | 0.1186 | 0.0465 |
Buy And Hold Return (%) | 144.1261 | 144.1261 | 144.1261 | 144.1261 | 144.1261 | 144.1261 |
Max Trade Drawdown | -65060 | -61835 | -43006 | -464708 | -259753 | -306102 |
Profit Factor | 2.912 | 4.6528 | 1.2525 | 1.4455 | 1.8016 | 1.1246 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 38.7097 | 43.3333 | 40.9836 | 38.7097 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.1933 | 7.367 | 1.6379 | 2.0815 | 2.8525 | 1.4706 |
Largest Winning Trade | 680509 | 680509 | 51055 | 419136 | 419136 | 373616 |
Largest Losing Trade | -30958 | -26016 | -30958 | -234207 | -154423 | -234207 |
Avg Bars in Trades | 171 | 172 | 170 | 171 | 172 | 170 |
Avg Bars in Winners | 306 | 310 | 301 | 306 | 310 | 301 |
Avg Bars in Losers | 78 | 86 | 70 | 78 | 86 | 70 |
Bars Traded | 10484 | 5362 | 5122 | 10484 | 5362 | 5122 |
Profit Streak | 140.177 | 145.0104 | 140.177 | 140.177 | 145.0104 | 140.177 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153434 | 467412 | -318576 | -190650 | -35328 | -382214 |
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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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