Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729021.556 | 636295.987 | 92725.569 | 3569768.8433 | 2639567.2463 | 930201.597 |
Total P&L (%) | 729.0216 | 636.296 | 92.7256 | 3569.7688 | 2639.5672 | 930.2016 |
Avg Daily Profit (%) | 0.2905 | 0.2536 | 0.037 | 0.1437 | 0.132 | 0.093 |
Buy And Hold Return (%) | 314.7837 | 314.7837 | 314.7837 | 314.7837 | 314.7837 | 314.7837 |
Max Trade Drawdown | -63160 | -38869 | -73264 | -1704122 | -757759 | -1520245 |
Profit Factor | 2.9476 | 4.9234 | 1.4371 | 1.6837 | 2.0547 | 1.3422 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.0984 | 54.8387 | 53.3333 | 54.0984 | 54.8387 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.501 | 4.0545 | 1.2575 | 1.4286 | 1.6921 | 1.1744 |
Largest Winning Trade | 300422 | 300422 | 44564 | 1298366 | 1298366 | 831392 |
Largest Losing Trade | -43344 | -27913 | -43344 | -1135216 | -544673 | -1135216 |
Avg Bars in Trades | 117 | 118 | 115 | 117 | 118 | 115 |
Avg Bars in Winners | 166 | 158 | 173 | 166 | 158 | 173 |
Avg Bars in Losers | 59 | 70 | 48 | 59 | 70 | 48 |
Bars Traded | 7140 | 3683 | 3457 | 7140 | 3683 | 3457 |
Profit Streak | 119.7842 | 119.7842 | 410.4509 | 119.7842 | 119.7842 | 410.4509 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154852 | 383041 | -307045 | -163253 | -11318 | -69865 |
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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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