Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668667.2601 | 610571.2697 | 58095.9905 | 107801.3318 | 162608.9211 | -54807.5893 |
Total P&L (%) | 668.6673 | 610.5713 | 58.096 | 107.8013 | 162.6089 | -54.8076 |
Avg Daily Profit (%) | 0.28 | 0.2556 | 0.0243 | 0.0306 | 0.0404 | -0.0332 |
Buy And Hold Return (%) | 64.0095 | 64.0095 | 64.0095 | 64.0095 | 64.0095 | 64.0095 |
Max Trade Drawdown | -200218 | -43156 | -192453 | -144641 | -30478 | -145462 |
Profit Factor | 2.0866 | 4.4935 | 1.1318 | 1.3041 | 2.6184 | 0.7842 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 56.0606 | 57.5758 | 54.5455 | 56.0606 | 57.5758 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6354 | 3.311 | 0.9432 | 1.0221 | 1.9293 | 0.6535 |
Largest Winning Trade | 248136 | 248136 | 61230 | 148111 | 148111 | 37876 |
Largest Losing Trade | -89995 | -34671 | -89995 | -132285 | -36496 | -132285 |
Avg Bars in Trades | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Winners | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Losers | 62 | 67 | 57 | 62 | 67 | 57 |
Bars Traded | 4526 | 2210 | 2316 | 4526 | 2210 | 2316 |
Profit Streak | 28.7387 | 48.7387 | 0 | 28.7387 | 48.7387 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114485 | 628429 | -402750 | -288029 | -135904 | -580213 |
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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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