Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367355.8423 | 336830.8993 | 30524.943 | 911214.8825 | 1205594.0135 | -294379.131 |
Total P&L (%) | 367.3558 | 336.8309 | 30.5249 | 911.2149 | 1205.594 | -294.3791 |
Avg Daily Profit (%) | 0.4131 | 0.3787 | 0.0343 | 0.2605 | 0.2893 | 0 |
Buy And Hold Return (%) | 366.0599 | 366.0599 | 366.0599 | 366.0599 | 366.0599 | 366.0599 |
Max Trade Drawdown | -84015 | -53467 | -73289 | -1366905 | -604692 | -811479 |
Profit Factor | 2.465 | 3.7965 | 1.2343 | 1.3286 | 1.9223 | 0.7991 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 59.0909 | 60.6061 | 57.5758 | 59.0909 | 60.6061 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.7065 | 2.4677 | 0.9094 | 0.9198 | 1.2495 | 0.5888 |
Largest Winning Trade | 110271 | 110271 | 28286 | 982869 | 982869 | 436163 |
Largest Losing Trade | -24868 | -19344 | -24868 | -267799 | -267799 | -215574 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 2424 | 1216 | 1208 | 2424 | 1216 | 1208 |
Profit Streak | 4.2221 | 12.8887 | 4.2221 | 4.2221 | 12.8887 | 4.2221 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277408 | -147756 | -313859 | -123352 | 376207 | -579833 |
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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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