Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812945.5528 | 795445.97 | 17499.5827 | 813737.7504 | 363942.9617 | 449794.7888 |
Total P&L (%) | 812.9456 | 795.446 | 17.4996 | 813.7378 | 363.943 | 449.7948 |
Avg Daily Profit (%) | 0.3428 | 0.3354 | 0.0074 | 0.0933 | 0.0647 | 0.0719 |
Buy And Hold Return (%) | 493.7376 | 493.7376 | 493.7376 | 493.7376 | 493.7376 | 493.7376 |
Max Trade Drawdown | -123485 | -65278 | -266626 | -714187 | -688879 | -165787 |
Profit Factor | 2.3599 | 3.9989 | 1.0526 | 1.5497 | 1.3309 | 2.1822 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 54.2857 | 57.1429 | 51.4286 | 54.2857 | 57.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.9873 | 2.9992 | 0.9941 | 1.305 | 0.9982 | 2.0609 |
Largest Winning Trade | 231999 | 231999 | 59963 | 512635 | 512635 | 181485 |
Largest Losing Trade | -65278 | -65278 | -57068 | -643135 | -643135 | -165787 |
Avg Bars in Trades | 96 | 105 | 86 | 96 | 105 | 86 |
Avg Bars in Winners | 111 | 113 | 109 | 111 | 113 | 109 |
Avg Bars in Losers | 78 | 94 | 63 | 78 | 94 | 63 |
Bars Traded | 6734 | 3693 | 3041 | 6734 | 3693 | 3041 |
Profit Streak | 163.1129 | 166.4463 | 163.1129 | 163.1129 | 166.4463 | 163.1129 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92054 | 311659 | -511910 | -172140 | -271793 | -257437 |
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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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