Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650187.4524 | 593854.8007 | 56332.6516 | 457811.3344 | 744326.782 | -286515.4476 |
Total P&L (%) | 650.1875 | 593.8548 | 56.3327 | 457.8113 | 744.3268 | -286.5154 |
Avg Daily Profit (%) | 0.2994 | 0.2734 | 0.0259 | 0.0792 | 0.0983 | 0 |
Buy And Hold Return (%) | 210.4881 | 210.4881 | 210.4881 | 210.4881 | 210.4881 | 210.4881 |
Max Trade Drawdown | -100702 | -75933 | -151672 | -1137396 | -669028 | -577012 |
Profit Factor | 2.2088 | 3.9668 | 1.1668 | 1.2034 | 1.8452 | 0.7909 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 50 | 53.125 | 46.875 | 50 | 53.125 | 46.875 |
Ratio Avg Win / Avg Loss | 2.2088 | 3.5001 | 1.3224 | 1.2034 | 1.6281 | 0.8964 |
Largest Winning Trade | 207053 | 207053 | 63235 | 426950 | 426950 | 363561 |
Largest Losing Trade | -77802 | -22451 | -77802 | -291158 | -291158 | -282272 |
Avg Bars in Trades | 201 | 190 | 212 | 201 | 190 | 212 |
Avg Bars in Winners | 275 | 250 | 303 | 275 | 250 | 303 |
Avg Bars in Losers | 127 | 122 | 131 | 127 | 122 | 131 |
Bars Traded | 12886 | 6098 | 6788 | 12886 | 6098 | 6788 |
Profit Streak | 54.4195 | 54.4195 | 77.0862 | 54.4195 | 54.4195 | 77.0862 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132457 | 481241 | -361723 | -235985 | -59551 | -581467 |
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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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