Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508839.8954 | 391183.8737 | 117656.0217 | 917347.6975 | 1055540.5149 | -138192.8173 |
Total P&L (%) | 508.8399 | 391.1839 | 117.656 | 917.3477 | 1055.5405 | -138.1928 |
Avg Daily Profit (%) | 0.2708 | 0.2082 | 0.0626 | 0.1235 | 0.1303 | 0 |
Buy And Hold Return (%) | 79.276 | 79.276 | 79.276 | 79.276 | 79.276 | 79.276 |
Max Trade Drawdown | -120746 | -45444 | -126900 | -900349 | -686140 | -673755 |
Profit Factor | 2.0698 | 3.0872 | 1.4082 | 1.2585 | 1.6966 | 0.9321 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 57.1429 | 51.6129 | 62.5 | 57.1429 | 51.6129 | 62.5 |
Ratio Avg Win / Avg Loss | 1.5523 | 2.8943 | 0.8449 | 0.9438 | 1.5906 | 0.5592 |
Largest Winning Trade | 149782 | 149782 | 42670 | 579743 | 579743 | 218754 |
Largest Losing Trade | -57109 | -45444 | -57109 | -686140 | -686140 | -459055 |
Avg Bars in Trades | 110 | 132 | 89 | 110 | 132 | 89 |
Avg Bars in Winners | 112 | 113 | 111 | 112 | 113 | 111 |
Avg Bars in Losers | 107 | 152 | 52 | 107 | 152 | 52 |
Bars Traded | 6965 | 4112 | 2853 | 6965 | 4112 | 2853 |
Profit Streak | 121.1333 | 186.8833 | 121.1333 | 121.1333 | 186.8833 | 121.1333 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136925 | 466359 | -123245 | -178628 | -14655 | -578624 |
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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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