Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682610.4614 | 695768.493 | -13158.0316 | 45631.9778 | 562032.6452 | -516400.6675 |
Total P&L (%) | 682.6105 | 695.7685 | -13.158 | 45.632 | 562.0326 | -516.4007 |
Avg Daily Profit (%) | 0.3712 | 0.3784 | -0.0072 | 0.0204 | 0.1028 | 0 |
Buy And Hold Return (%) | 103.6819 | 103.6819 | 103.6819 | 103.6819 | 103.6819 | 103.6819 |
Max Trade Drawdown | -163274 | -111293 | -95427 | -1012632 | -198825 | -845849 |
Profit Factor | 2.7046 | 4.4621 | 0.934 | 1.0358 | 2.8137 | 0.4646 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 42.623 | 35.4839 | 50 | 42.623 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 3.6408 | 8.113 | 0.934 | 1.3944 | 5.1158 | 0.4646 |
Largest Winning Trade | 674386 | 674386 | 44621 | 674386 | 674386 | 287734 |
Largest Losing Trade | -80267 | -28813 | -80267 | -820899 | -44910 | -820899 |
Avg Bars in Trades | 114 | 115 | 114 | 114 | 115 | 114 |
Avg Bars in Winners | 181 | 210 | 161 | 181 | 210 | 161 |
Avg Bars in Losers | 64 | 62 | 67 | 64 | 62 | 67 |
Bars Traded | 6995 | 3570 | 3425 | 6995 | 3570 | 3425 |
Profit Streak | 124.3962 | 132.6462 | 0 | 124.3962 | 132.6462 | 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 | -154196 | 433609 | -580825 | -681041 | -55666 | -580825 |
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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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