Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531912.646 | 461211.6255 | 70701.0205 | 532645.2173 | 85867.675 | 446777.5424 |
Total P&L (%) | 531.9126 | 461.2116 | 70.701 | 532.6452 | 85.8677 | 446.7775 |
Avg Daily Profit (%) | 0.2778 | 0.2409 | 0.0369 | 0.0964 | 0.0324 | 0.0888 |
Buy And Hold Return (%) | 61.8759 | 61.8759 | 61.8759 | 61.8759 | 61.8759 | 61.8759 |
Max Trade Drawdown | -224323 | -198300 | -86882 | -849268 | -744374 | -236475 |
Profit Factor | 2.0466 | 2.5789 | 1.3271 | 1.2539 | 1.0589 | 1.6983 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.1429 | 45.7143 | 48.5714 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.2946 | 3.0625 | 1.4052 | 1.4059 | 1.2574 | 1.7982 |
Largest Winning Trade | 234667 | 234667 | 42730 | 519301 | 519301 | 294912 |
Largest Losing Trade | -49786 | -49786 | -37999 | -515537 | -515537 | -117606 |
Avg Bars in Trades | 76 | 113 | 40 | 76 | 113 | 40 |
Avg Bars in Winners | 84 | 112 | 58 | 84 | 112 | 58 |
Avg Bars in Losers | 69 | 114 | 22 | 69 | 114 | 22 |
Bars Traded | 5374 | 3968 | 1406 | 5374 | 3968 | 1406 |
Profit Streak | 86.405 | 102.0716 | 86.405 | 86.405 | 102.0716 | 86.405 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86335 | 423800 | -264734 | -162990 | -351642 | -71236 |
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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) |
---|