Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382154.4803 | 363327.9081 | 18826.5722 | 290995.4902 | 365407.0162 | -74411.526 |
Total P&L (%) | 382.1545 | 363.3279 | 18.8266 | 290.9955 | 365.407 | -74.4115 |
Avg Daily Profit (%) | 0.2707 | 0.2573 | 0.0133 | 0.0966 | 0.109 | -0.0965 |
Buy And Hold Return (%) | 69.5652 | 69.5652 | 69.5652 | 69.5652 | 69.5652 | 69.5652 |
Max Trade Drawdown | -113935 | -95967 | -116608 | -1138206 | -734365 | -521466 |
Profit Factor | 1.8744 | 2.6013 | 1.0896 | 1.1327 | 1.2928 | 0.9213 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 52.381 | 53.125 | 51.6129 | 52.381 | 53.125 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.704 | 2.2953 | 1.0215 | 1.0297 | 1.1407 | 0.8637 |
Largest Winning Trade | 182097 | 182097 | 60605 | 451732 | 451732 | 219202 |
Largest Losing Trade | -44522 | -36400 | -44522 | -355918 | -230766 | -355918 |
Avg Bars in Trades | 125 | 101 | 150 | 125 | 101 | 150 |
Avg Bars in Winners | 138 | 120 | 157 | 138 | 120 | 157 |
Avg Bars in Losers | 111 | 79 | 143 | 111 | 79 | 143 |
Bars Traded | 7911 | 3236 | 4675 | 7911 | 3236 | 4675 |
Profit Streak | 589.8933 | 728.3933 | 589.8933 | 589.8933 | 728.3933 | 589.8933 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138578 | 490393 | -462026 | -289990 | -46892 | -580025 |
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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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