Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710995.7946 | 653843.4396 | 57152.355 | 895724.0602 | 661799.6271 | 233924.4332 |
Total P&L (%) | 710.9958 | 653.8434 | 57.1524 | 895.7241 | 661.7996 | 233.9244 |
Avg Daily Profit (%) | 0.3861 | 0.3551 | 0.031 | 0.1249 | 0.1103 | 0.0655 |
Buy And Hold Return (%) | 125.7114 | 125.7114 | 125.7114 | 125.7114 | 125.7114 | 125.7114 |
Max Trade Drawdown | -76277 | -86600 | -56909 | -267066 | -281765 | -124286 |
Profit Factor | 2.8982 | 4.6416 | 1.2931 | 1.7546 | 2.0249 | 1.4321 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.2979 | 5.6362 | 1.3793 | 1.9966 | 2.4588 | 1.5276 |
Largest Winning Trade | 546939 | 546939 | 44333 | 339821 | 339821 | 258121 |
Largest Losing Trade | -43286 | -43286 | -34550 | -135088 | -135088 | -116787 |
Avg Bars in Trades | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Winners | 87 | 83 | 90 | 87 | 83 | 90 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 3451 | 1705 | 1746 | 3451 | 1705 | 1746 |
Profit Streak | 0 | 0 | 111.6825 | 0 | 0 | 111.6825 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145488 | 495872 | -317265 | -182305 | -44520 | -111394 |
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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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