Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500739.0664 | 369449.4956 | 131289.5708 | 772953.7618 | 646702.2213 | 126251.5405 |
Total P&L (%) | 500.7391 | 369.4495 | 131.2896 | 772.9538 | 646.7022 | 126.2515 |
Avg Daily Profit (%) | 0.2092 | 0.1544 | 0.0549 | 0.0906 | 0.084 | 0.0341 |
Buy And Hold Return (%) | 90.7961 | 90.7961 | 90.7961 | 90.7961 | 90.7961 | 90.7961 |
Max Trade Drawdown | -150832 | -84962 | -154658 | -407699 | -317754 | -365133 |
Profit Factor | 2.0209 | 2.7751 | 1.4649 | 1.4067 | 1.6603 | 1.1371 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 57.1429 | 62.5 | 51.6129 | 57.1429 | 62.5 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.5156 | 1.6651 | 1.3734 | 1.055 | 0.9962 | 1.066 |
Largest Winning Trade | 82498 | 82498 | 54982 | 231938 | 231938 | 147115 |
Largest Losing Trade | -68740 | -54781 | -68740 | -317754 | -317754 | -127649 |
Avg Bars in Trades | 73 | 76 | 70 | 73 | 76 | 70 |
Avg Bars in Winners | 70 | 65 | 76 | 70 | 65 | 76 |
Avg Bars in Losers | 76 | 93 | 63 | 76 | 93 | 63 |
Bars Traded | 4618 | 2445 | 2173 | 4618 | 2445 | 2173 |
Profit Streak | 36.8289 | 53.8289 | 0 | 36.8289 | 53.8289 | 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 | -138562 | 450601 | -145435 | -220428 | -77828 | -261180 |
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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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