Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987195.5519 | 967942.7871 | 19252.7648 | 468936.3926 | 263373.0011 | 205563.3915 |
Total P&L (%) | 987.1956 | 967.9428 | 19.2528 | 468.9364 | 263.373 | 205.5634 |
Avg Daily Profit (%) | 0.5346 | 0.5242 | 0.0104 | 0.0942 | 0.0699 | 0.0605 |
Buy And Hold Return (%) | 233.7044 | 233.7044 | 233.7044 | 233.7044 | 233.7044 | 233.7044 |
Max Trade Drawdown | -170322 | -56470 | -128192 | -1122514 | -542429 | -677465 |
Profit Factor | 2.7058 | 5.9481 | 1.0503 | 1.1485 | 1.2028 | 1.1106 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 41.9355 | 35.4839 | 48.3871 | 41.9355 | 35.4839 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.7466 | 10.8148 | 1.1203 | 1.5902 | 2.1868 | 1.1846 |
Largest Winning Trade | 770534 | 770534 | 75259 | 442111 | 370173 | 442111 |
Largest Losing Trade | -47243 | -34442 | -47243 | -361696 | -341615 | -361696 |
Avg Bars in Trades | 115 | 109 | 122 | 115 | 109 | 122 |
Avg Bars in Winners | 203 | 203 | 202 | 203 | 203 | 202 |
Avg Bars in Losers | 53 | 57 | 47 | 53 | 57 | 47 |
Bars Traded | 7191 | 3399 | 3792 | 7191 | 3399 | 3792 |
Profit Streak | 57.6668 | 0 | 157.4168 | 57.6668 | 0 | 157.4168 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147315 | 414635 | -509629 | -291472 | -230973 | -376492 |
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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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