Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698370.5368 | 651547.1999 | 46823.3369 | 526969.5864 | 631144.2218 | -104174.6355 |
Total P&L (%) | 698.3705 | 651.5472 | 46.8233 | 526.9696 | 631.1442 | -104.1746 |
Avg Daily Profit (%) | 0.3741 | 0.349 | 0.0251 | 0.0984 | 0.1066 | 0 |
Buy And Hold Return (%) | 23.6475 | 23.6475 | 23.6475 | 23.6475 | 23.6475 | 23.6475 |
Max Trade Drawdown | -147252 | -101356 | -108241 | -393780 | -222740 | -169844 |
Profit Factor | 2.2693 | 2.8 | 1.2487 | 1.6967 | 2.4822 | 0.6849 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 40 | 41.3793 | 40.678 | 40 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.3093 | 4.2001 | 1.769 | 2.4744 | 3.7233 | 0.9702 |
Largest Winning Trade | 321486 | 321486 | 53083 | 321486 | 321486 | 111435 |
Largest Losing Trade | -47117 | -47117 | -43901 | -115451 | -115451 | -99967 |
Avg Bars in Trades | 117 | 125 | 109 | 117 | 125 | 109 |
Avg Bars in Winners | 190 | 212 | 169 | 190 | 212 | 169 |
Avg Bars in Losers | 67 | 67 | 67 | 67 | 67 | 67 |
Bars Traded | 6950 | 3769 | 3181 | 6950 | 3769 | 3181 |
Profit Streak | 74.4637 | 334.9637 | 0 | 74.4637 | 334.9637 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168999 | 434288 | -168910 | -240836 | -48078 | -584185 |
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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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