Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715916.9657 | 691502.324 | 24414.6417 | 436448.4006 | 412660.7846 | 23787.6159 |
Total P&L (%) | 715.917 | 691.5023 | 24.4146 | 436.4484 | 412.6608 | 23.7876 |
Avg Daily Profit (%) | 0.3887 | 0.3755 | 0.0133 | 0.0913 | 0.0888 | 0.0116 |
Buy And Hold Return (%) | 189.5407 | 189.5407 | 189.5407 | 189.5407 | 189.5407 | 189.5407 |
Max Trade Drawdown | -70695 | -72178 | -60855 | -295289 | -259859 | -213076 |
Profit Factor | 2.5483 | 4.2562 | 1.0977 | 1.296 | 1.6029 | 1.0301 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 34.9206 | 34.375 | 35.4839 | 34.9206 | 34.375 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.7491 | 8.1255 | 1.9957 | 2.4153 | 3.06 | 1.8729 |
Largest Winning Trade | 604903 | 604903 | 51062 | 353930 | 353930 | 176146 |
Largest Losing Trade | -37521 | -24552 | -37521 | -139425 | -103516 | -139425 |
Avg Bars in Trades | 166 | 170 | 161 | 166 | 170 | 161 |
Avg Bars in Winners | 336 | 334 | 338 | 336 | 334 | 338 |
Avg Bars in Losers | 74 | 84 | 64 | 74 | 84 | 64 |
Bars Traded | 10468 | 5452 | 5016 | 10468 | 5452 | 5016 |
Profit Streak | 89.0246 | 90.0246 | 0 | 89.0246 | 90.0246 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144494 | 313275 | -458594 | -231420 | -82647 | -535109 |
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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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