Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097638.0157 | 1066610.8352 | 31027.1805 | 1908907.2383 | 2210689.8373 | -301782.5991 |
Total P&L (%) | 1097.638 | 1066.6108 | 31.0272 | 1908.9072 | 2210.6898 | -301.7826 |
Avg Daily Profit (%) | 0.6033 | 0.5862 | 0.0171 | 0.165 | 0.1727 | 0 |
Buy And Hold Return (%) | 611.806 | 611.806 | 611.806 | 611.806 | 611.806 | 611.806 |
Max Trade Drawdown | -85836 | -77731 | -67479 | -1177234 | -829738 | -791267 |
Profit Factor | 3.2329 | 5.4709 | 1.1226 | 1.378 | 1.8651 | 0.879 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.2329 | 5.8128 | 1.0566 | 1.378 | 1.9817 | 0.8273 |
Largest Winning Trade | 556287 | 556287 | 77113 | 1742222 | 1742222 | 606846 |
Largest Losing Trade | -55598 | -55598 | -42757 | -473231 | -473231 | -385408 |
Avg Bars in Trades | 105 | 103 | 106 | 105 | 103 | 106 |
Avg Bars in Winners | 137 | 130 | 143 | 137 | 130 | 143 |
Avg Bars in Losers | 72 | 77 | 68 | 72 | 77 | 68 |
Bars Traded | 6930 | 3406 | 3524 | 6930 | 3406 | 3524 |
Profit Streak | 60.1635 | 99.1635 | 60.1635 | 60.1635 | 99.1635 | 60.1635 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118120 | 389708 | -420747 | -122227 | 314090 | -580046 |
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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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