Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712115.7333 | 621716.5768 | 90399.1565 | 860546.4915 | 884452.3434 | -23905.8519 |
Total P&L (%) | 712.1157 | 621.7166 | 90.3992 | 860.5465 | 884.4523 | -23.9059 |
Avg Daily Profit (%) | 0.3927 | 0.3428 | 0.0498 | 0.1248 | 0.1262 | -0.0151 |
Buy And Hold Return (%) | 97.2735 | 97.2735 | 97.2735 | 97.2735 | 97.2735 | 97.2735 |
Max Trade Drawdown | -73104 | -40156 | -73069 | -546869 | -316251 | -343808 |
Profit Factor | 2.8334 | 4.4753 | 1.4314 | 1.5073 | 2.204 | 0.9751 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 42.623 | 36.6667 | 48.3871 | 42.623 | 36.6667 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.8141 | 7.7301 | 1.5269 | 2.029 | 3.807 | 1.0402 |
Largest Winning Trade | 361836 | 361836 | 78116 | 811862 | 811862 | 396187 |
Largest Losing Trade | -50762 | -31187 | -50762 | -343808 | -168123 | -343808 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 84 | 103 | 70 | 84 | 103 | 70 |
Avg Bars in Losers | 29 | 22 | 38 | 29 | 22 | 38 |
Bars Traded | 3240 | 1562 | 1678 | 3240 | 1562 | 1678 |
Profit Streak | 0 | 87.9972 | 0 | 0 | 87.9972 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154053 | 417191 | -290789 | -192638 | -24623 | -579778 |
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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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