Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708526.6264 | 650723.5212 | 57803.1052 | -381187.8333 | 362436.9669 | -743624.8002 |
Total P&L (%) | 708.5266 | 650.7235 | 57.8031 | -381.1878 | 362.437 | -743.6248 |
Avg Daily Profit (%) | 0.2832 | 0.2601 | 0.0231 | 0 | 0.0612 | 0 |
Buy And Hold Return (%) | 339.8407 | 339.8407 | 339.8407 | 339.8407 | 339.8407 | 339.8407 |
Max Trade Drawdown | -194006 | -93252 | -212784 | -922065 | -187849 | -888101 |
Profit Factor | 2.4763 | 4.9949 | 1.1823 | 0.7146 | 2.3257 | 0.3 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 20 | 24 | 32 | 21 | 11 |
Losing Trades | 23 | 13 | 10 | 35 | 12 | 23 |
Profitability (%) | 65.6716 | 60.6061 | 70.5882 | 47.7612 | 63.6364 | 32.3529 |
Ratio Avg Win / Avg Loss | 1.2944 | 3.2467 | 0.4926 | 0.7816 | 1.329 | 0.6274 |
Largest Winning Trade | 377600 | 377600 | 51361 | 252229 | 252229 | 91794 |
Largest Losing Trade | -108321 | -28590 | -108321 | -694206 | -116918 | -694206 |
Avg Bars in Trades | 105 | 135 | 77 | 105 | 135 | 77 |
Avg Bars in Winners | 91 | 97 | 86 | 116 | 140 | 69 |
Avg Bars in Losers | 134 | 194 | 55 | 96 | 126 | 81 |
Bars Traded | 7099 | 4472 | 2627 | 7099 | 4472 | 2627 |
Profit Streak | 94.2339 | 95.9006 | 94.2339 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111974 | 388632 | -346201 | -702926 | -251196 | -587657 |
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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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