Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324573.0493 | 313084.4424 | 11488.6068 | 664794.5245 | 867586.9025 | -202792.378 |
Total P&L (%) | 324.573 | 313.0844 | 11.4886 | 664.7945 | 867.5869 | -202.7924 |
Avg Daily Profit (%) | 0.3937 | 0.3798 | 0.0139 | 0.2471 | 0.2757 | 0 |
Buy And Hold Return (%) | 472.6392 | 472.6392 | 472.6392 | 472.6392 | 472.6392 | 472.6392 |
Max Trade Drawdown | -119262 | -56736 | -73930 | -586462 | -279201 | -503735 |
Profit Factor | 2.5006 | 3.7666 | 1.1114 | 1.6946 | 3.105 | 0.6278 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 14 | 6 | 8 | 14 | 6 | 8 |
Profitability (%) | 79.1045 | 81.8182 | 76.4706 | 79.1045 | 81.8182 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.6605 | 0.837 | 0.342 | 0.4476 | 0.69 | 0.1932 |
Largest Winning Trade | 47047 | 47047 | 11372 | 125724 | 125724 | 43601 |
Largest Losing Trade | -61039 | -56428 | -61039 | -448506 | -279201 | -448506 |
Avg Bars in Trades | 245 | 409 | 85 | 245 | 409 | 85 |
Avg Bars in Winners | 179 | 301 | 54 | 179 | 301 | 54 |
Avg Bars in Losers | 493 | 900 | 188 | 493 | 900 | 188 |
Bars Traded | 16443 | 13528 | 2915 | 16443 | 13528 | 2915 |
Profit Streak | 143.4339 | 195.9756 | 143.4339 | 143.4339 | 195.9756 | 143.4339 |
Trades During Streak | 12 | 9 | 6 | 12 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270117 | -146950 | -434805 | -146024 | 338840 | -575918 |
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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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