Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755343.0368 | 722426.5067 | 32916.5301 | 565576.5187 | 646292.2829 | -80715.7642 |
Total P&L (%) | 755.343 | 722.4265 | 32.9165 | 565.5765 | 646.2923 | -80.7158 |
Avg Daily Profit (%) | 0.4119 | 0.394 | 0.018 | 0.1034 | 0.1097 | -0.0897 |
Buy And Hold Return (%) | 168.104 | 168.104 | 168.104 | 168.104 | 168.104 | 168.104 |
Max Trade Drawdown | -97484 | -65221 | -69884 | -330893 | -228915 | -201735 |
Profit Factor | 2.7252 | 4.9791 | 1.1284 | 1.4627 | 2.2117 | 0.8828 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.8131 | 5.643 | 1.0579 | 1.5099 | 2.5066 | 0.8277 |
Largest Winning Trade | 617645 | 617645 | 61529 | 391105 | 391105 | 204844 |
Largest Losing Trade | -46502 | -40277 | -46502 | -147965 | -147965 | -107379 |
Avg Bars in Trades | 110 | 97 | 124 | 110 | 97 | 124 |
Avg Bars in Winners | 157 | 140 | 173 | 157 | 140 | 173 |
Avg Bars in Losers | 65 | 59 | 72 | 65 | 59 | 72 |
Bars Traded | 6980 | 3120 | 3860 | 6980 | 3120 | 3860 |
Profit Streak | 79.3452 | 85.5952 | 0 | 79.3452 | 85.5952 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137485 | 533804 | -413725 | -205844 | -45005 | -580608 |
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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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