Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809484.2357 | 712415.8191 | 97068.4166 | 1769922.0737 | 2076891.6739 | -306969.6002 |
Total P&L (%) | 809.4842 | 712.4158 | 97.0684 | 1769.9221 | 2076.8917 | -306.9696 |
Avg Daily Profit (%) | 0.3238 | 0.285 | 0.0388 | 0.1172 | 0.1233 | 0 |
Buy And Hold Return (%) | 366.1757 | 366.1757 | 366.1757 | 366.1757 | 366.1757 | 366.1757 |
Max Trade Drawdown | -117635 | -79175 | -123699 | -884414 | -358763 | -936340 |
Profit Factor | 2.8265 | 4.3922 | 1.4163 | 1.9113 | 3.8619 | 0.7476 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 55.5556 | 54.8387 | 56.25 | 55.5556 | 54.8387 | 56.25 |
Ratio Avg Win / Avg Loss | 2.2612 | 3.6171 | 1.1015 | 1.5291 | 3.1803 | 0.5815 |
Largest Winning Trade | 349362 | 349362 | 46108 | 1001883 | 1001883 | 199447 |
Largest Losing Trade | -84605 | -30955 | -84605 | -829481 | -276090 | -829481 |
Avg Bars in Trades | 76 | 90 | 62 | 76 | 90 | 62 |
Avg Bars in Winners | 83 | 88 | 78 | 83 | 88 | 78 |
Avg Bars in Losers | 67 | 92 | 42 | 67 | 92 | 42 |
Bars Traded | 4815 | 2804 | 2011 | 4815 | 2804 | 2011 |
Profit Streak | 79.7937 | 116.7937 | 79.7937 | 79.7937 | 116.7937 | 79.7937 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140310 | 360454 | -304684 | -183281 | -20770 | -579442 |
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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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