Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665844.736 | 621907.9533 | 43936.7827 | 820238.3684 | 761345.164 | 58893.2044 |
Total P&L (%) | 665.8447 | 621.908 | 43.9368 | 820.2384 | 761.3452 | 58.8932 |
Avg Daily Profit (%) | 0.2661 | 0.2486 | 0.0176 | 0.0887 | 0.0861 | 0.0185 |
Buy And Hold Return (%) | 259.4295 | 259.4295 | 259.4295 | 259.4295 | 259.4295 | 259.4295 |
Max Trade Drawdown | -115987 | -64466 | -53046 | -1666033 | -992837 | -780604 |
Profit Factor | 2.553 | 4.2269 | 1.1862 | 1.2217 | 1.445 | 1.0296 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 45.1613 | 53.3333 | 49.1803 | 45.1613 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.6381 | 5.1327 | 1.0379 | 1.2625 | 1.7547 | 0.9009 |
Largest Winning Trade | 448678 | 448678 | 36506 | 1022530 | 1022530 | 405517 |
Largest Losing Trade | -53046 | -22091 | -53046 | -780604 | -324166 | -780604 |
Avg Bars in Trades | 119 | 112 | 127 | 119 | 112 | 127 |
Avg Bars in Winners | 173 | 178 | 168 | 173 | 178 | 168 |
Avg Bars in Losers | 67 | 58 | 79 | 67 | 58 | 79 |
Bars Traded | 7300 | 3483 | 3817 | 7300 | 3483 | 3817 |
Profit Streak | 75.9227 | 328.9227 | 0 | 75.9227 | 328.9227 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155786 | 391073 | -350543 | -243182 | -79253 | -523133 |
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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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