Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312608.6463 | 296134.6452 | 16474.0011 | 163368.0298 | 261348.8363 | -97980.8065 |
Total P&L (%) | 312.6086 | 296.1346 | 16.474 | 163.368 | 261.3488 | -97.9808 |
Avg Daily Profit (%) | 0.3001 | 0.2843 | 0.0158 | 0.093 | 0.1234 | -0.3739 |
Buy And Hold Return (%) | 96.7115 | 96.7115 | 96.7115 | 96.7115 | 96.7115 | 96.7115 |
Max Trade Drawdown | -88520 | -55272 | -54116 | -457440 | -257704 | -233743 |
Profit Factor | 1.956 | 3.2647 | 1.084 | 1.1411 | 1.554 | 0.8571 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.3228 | 3.8768 | 1.2872 | 1.3551 | 1.8454 | 1.0178 |
Largest Winning Trade | 295050 | 295050 | 38625 | 367994 | 367994 | 137726 |
Largest Losing Trade | -28230 | -18191 | -28230 | -133514 | -80642 | -133514 |
Avg Bars in Trades | 344 | 318 | 370 | 344 | 318 | 370 |
Avg Bars in Winners | 464 | 430 | 498 | 464 | 430 | 498 |
Avg Bars in Losers | 243 | 223 | 263 | 243 | 223 | 263 |
Bars Traded | 24120 | 11148 | 12972 | 24120 | 11148 | 12972 |
Profit Streak | 29.3465 | 99.8882 | 29.3465 | 29.3465 | 99.8882 | 29.3465 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89655 | 404863 | -466345 | -241962 | -29176 | -579782 |
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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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