Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103576.108 | 1117628.4563 | -14052.3483 | 641002.876 | 1537619.003 | -896616.1269 |
Total P&L (%) | 1103.5761 | 1117.6285 | -14.0523 | 641.0029 | 1537.619 | -896.6161 |
Avg Daily Profit (%) | 0.6089 | 0.6166 | -0.0078 | 0.1106 | 0.1544 | 0 |
Buy And Hold Return (%) | 638.2128 | 638.2128 | 638.2128 | 638.2128 | 638.2128 | 638.2128 |
Max Trade Drawdown | -175076 | -95048 | -128098 | -894125 | -585850 | -1204169 |
Profit Factor | 2.3861 | 3.8084 | 0.9647 | 1.1575 | 1.8285 | 0.5951 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 52 | 46.0317 | 58.0645 | 52 | 46.0317 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.2025 | 4.465 | 0.6967 | 1.0684 | 2.1438 | 0.4298 |
Largest Winning Trade | 632892 | 632892 | 70166 | 796861 | 796861 | 174756 |
Largest Losing Trade | -50785 | -50785 | -50762 | -349422 | -168775 | -349422 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 30 | 33 | 29 | 30 | 33 | 29 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 3433 | 1888 | 1545 | 3433 | 1888 | 1545 |
Profit Streak | 28.24 | 86.74 | 28.24 | 28.24 | 86.74 | 28.24 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352427 | -136522 | -732625 | -254284 | -139538 | -732625 |
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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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