Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256668.5211 | 247914.716 | 8753.8051 | 774482.5007 | 788312.3783 | -13829.8775 |
Total P&L (%) | 256.6685 | 247.9147 | 8.7538 | 774.4825 | 788.3124 | -13.8299 |
Avg Daily Profit (%) | 0.9856 | 0.952 | 0.0336 | 0.8362 | 0.8422 | -0.0571 |
Buy And Hold Return (%) | 397.3962 | 397.3962 | 397.3962 | 397.3962 | 397.3962 | 397.3962 |
Max Trade Drawdown | -27353 | -25362 | -5232 | -51197 | -48053 | -45363 |
Profit Factor | 4.6635 | 6.2013 | 1.3909 | 5.9751 | 10.9992 | 0.82 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Profitability (%) | 65.0794 | 74.1935 | 56.25 | 65.0794 | 74.1935 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5024 | 2.157 | 1.0818 | 3.2061 | 3.8258 | 0.6378 |
Largest Winning Trade | 68202 | 68202 | 5348 | 234014 | 234014 | 13295 |
Largest Losing Trade | -19158 | -19158 | -4931 | -45363 | -36876 | -45363 |
Avg Bars in Trades | 370 | 742 | 10 | 370 | 742 | 10 |
Avg Bars in Winners | 404 | 714 | 6 | 404 | 714 | 6 |
Avg Bars in Losers | 307 | 820 | 15 | 307 | 820 | 15 |
Bars Traded | 23341 | 23003 | 338 | 23341 | 23003 | 338 |
Profit Streak | 0 | 44.5765 | 0 | 0 | 44.5765 | 0 |
Trades During Streak | 0 | 10 | 0 | 0 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -295759 | -140986 | -313188 | -135962 | 652131 | -581117 |
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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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