Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974056.9931 | 962637.2287 | 11419.7644 | 770032.1685 | 810453.998 | -40421.8295 |
Total P&L (%) | 974.057 | 962.6372 | 11.4198 | 770.0322 | 810.454 | -40.4218 |
Avg Daily Profit (%) | 0.3894 | 0.3848 | 0.0046 | 0.0865 | 0.0883 | -0.0207 |
Buy And Hold Return (%) | 450.2564 | 450.2564 | 450.2564 | 450.2564 | 450.2564 | 450.2564 |
Max Trade Drawdown | -124060 | -153794 | -78237 | -1495386 | -1490925 | -669051 |
Profit Factor | 3.2315 | 4.3629 | 1.076 | 1.2088 | 1.3183 | 0.9646 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 53.125 | 48.3871 | 50.7937 | 53.125 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.1305 | 3.8497 | 1.1477 | 1.171 | 1.1632 | 1.0289 |
Largest Winning Trade | 685684 | 685684 | 46117 | 1557046 | 1557046 | 333326 |
Largest Losing Trade | -51412 | -51412 | -26458 | -813958 | -813958 | -321638 |
Avg Bars in Trades | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Winners | 151 | 161 | 141 | 151 | 161 | 141 |
Avg Bars in Losers | 76 | 62 | 89 | 76 | 62 | 89 |
Bars Traded | 7228 | 3674 | 3554 | 7228 | 3674 | 3554 |
Profit Streak | 45.9923 | 51.3256 | 45.9923 | 45.9923 | 51.3256 | 45.9923 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139445 | 444138 | -489534 | -235810 | -81280 | -579221 |
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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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