Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786958.0151 | 711827.4473 | 75130.5677 | 1265371.6758 | 887727.818 | 377643.8578 |
Total P&L (%) | 786.958 | 711.8274 | 75.1306 | 1265.3717 | 887.7278 | 377.6439 |
Avg Daily Profit (%) | 0.428 | 0.3871 | 0.0409 | 0.1423 | 0.1246 | 0.0851 |
Buy And Hold Return (%) | 152.8112 | 152.8112 | 152.8112 | 152.8112 | 152.8112 | 152.8112 |
Max Trade Drawdown | -66391 | -79437 | -59526 | -215756 | -258570 | -140141 |
Profit Factor | 3.2318 | 4.819 | 1.452 | 2.4798 | 2.6876 | 2.1476 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 55.7377 | 45.1613 | 66.6667 | 55.7377 | 45.1613 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.5664 | 5.8516 | 0.726 | 1.9692 | 3.2635 | 1.0738 |
Largest Winning Trade | 583148 | 583148 | 52021 | 363544 | 363544 | 275254 |
Largest Losing Trade | -47544 | -43915 | -47544 | -160087 | -160087 | -79878 |
Avg Bars in Trades | 114 | 112 | 117 | 114 | 112 | 117 |
Avg Bars in Winners | 147 | 168 | 132 | 147 | 168 | 132 |
Avg Bars in Losers | 73 | 65 | 85 | 73 | 65 | 85 |
Bars Traded | 6993 | 3477 | 3516 | 6993 | 3477 | 3516 |
Profit Streak | 258.5763 | 258.5763 | 591.8263 | 258.5763 | 258.5763 | 591.8263 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148951 | 529598 | -301261 | -161859 | -22831 | -76646 |
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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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