Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628764.0392 | 613683.9764 | 15080.0628 | 266462.0763 | 297214.5778 | -30752.5014 |
Total P&L (%) | 628.764 | 613.684 | 15.0801 | 266.4621 | 297.2146 | -30.7525 |
Avg Daily Profit (%) | 0.3421 | 0.3339 | 0.0082 | 0.0707 | 0.0751 | -0.02 |
Buy And Hold Return (%) | 125.0542 | 125.0542 | 125.0542 | 125.0542 | 125.0542 | 125.0542 |
Max Trade Drawdown | -91256 | -95529 | -64921 | -221135 | -197166 | -142470 |
Profit Factor | 2.3792 | 4.0738 | 1.0589 | 1.3381 | 1.8522 | 0.93 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 42.2535 | 41.6667 | 42.8571 | 42.2535 | 41.6667 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2516 | 5.7033 | 1.4118 | 1.8287 | 2.5931 | 1.24 |
Largest Winning Trade | 547969 | 547969 | 50363 | 260782 | 260782 | 83271 |
Largest Losing Trade | -43554 | -37042 | -43554 | -82848 | -62908 | -82848 |
Avg Bars in Trades | 147 | 142 | 153 | 147 | 142 | 153 |
Avg Bars in Winners | 255 | 227 | 283 | 255 | 227 | 283 |
Avg Bars in Losers | 68 | 81 | 55 | 68 | 81 | 55 |
Bars Traded | 10478 | 5120 | 5358 | 10478 | 5120 | 5358 |
Profit Streak | 264.1491 | 264.1491 | 265.8158 | 264.1491 | 264.1491 | 265.8158 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80850 | 440235 | -505251 | -196461 | -96217 | -580928 |
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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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