Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552958.9063 | 490125.471 | 62833.4353 | 588244.0095 | 428314.3699 | 159929.6396 |
Total P&L (%) | 552.9589 | 490.1255 | 62.8334 | 588.244 | 428.3144 | 159.9296 |
Avg Daily Profit (%) | 0.3003 | 0.2662 | 0.0341 | 0.1048 | 0.0904 | 0.0519 |
Buy And Hold Return (%) | 133.7674 | 133.7674 | 133.7674 | 133.7674 | 133.7674 | 133.7674 |
Max Trade Drawdown | -132865 | -113873 | -55183 | -350728 | -223462 | -171093 |
Profit Factor | 2.2805 | 3.3804 | 1.2781 | 1.6241 | 1.9524 | 1.3245 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 50.7246 | 52.9412 | 48.5714 | 50.7246 | 52.9412 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.2154 | 3.0048 | 1.3533 | 1.5777 | 1.7355 | 1.4024 |
Largest Winning Trade | 371856 | 371856 | 37202 | 176823 | 176823 | 100583 |
Largest Losing Trade | -52448 | -33319 | -52448 | -135647 | -86938 | -135647 |
Avg Bars in Trades | 50 | 46 | 53 | 50 | 46 | 53 |
Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Losers | 40 | 34 | 46 | 40 | 34 | 46 |
Bars Traded | 3479 | 1596 | 1884 | 3479 | 1596 | 1884 |
Profit Streak | 16.1825 | 0 | 70.1825 | 16.1825 | 0 | 70.1825 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94196 | 449778 | -312736 | -156772 | -71092 | -227918 |
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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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