Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670533.4904 | 697849.5754 | -27316.085 | 54540.6419 | 371726.7606 | -317186.1187 |
Total P&L (%) | 670.5335 | 697.8496 | -27.3161 | 54.5406 | 371.7268 | -317.1861 |
Avg Daily Profit (%) | 0.3578 | 0.3724 | -0.0146 | 0.0232 | 0.0828 | 0 |
Buy And Hold Return (%) | 36.4068 | 36.4068 | 36.4068 | 36.4068 | 36.4068 | 36.4068 |
Max Trade Drawdown | -290350 | -142952 | -156686 | -530711 | -188948 | -162880 |
Profit Factor | 1.9841 | 2.7971 | 0.9068 | 1.0821 | 2.2984 | 0.1604 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 38.4615 | 39.3939 | 37.5 | 38.4615 | 39.3939 | 37.5 |
Ratio Avg Win / Avg Loss | 3.1746 | 4.3032 | 1.5113 | 1.7314 | 3.5361 | 0.2673 |
Largest Winning Trade | 437232 | 437232 | 52053 | 437232 | 437232 | 25909 |
Largest Losing Trade | -55343 | -39896 | -55343 | -196649 | -100927 | -196649 |
Avg Bars in Trades | 80 | 85 | 75 | 80 | 85 | 75 |
Avg Bars in Winners | 133 | 139 | 126 | 133 | 139 | 126 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 5211 | 2811 | 2400 | 5211 | 2811 | 2400 |
Profit Streak | 80.4542 | 338.4542 | 0 | 80.4542 | 338.4542 | 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 | -127050 | 433592 | -582893 | -441926 | -80820 | -585671 |
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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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