Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290702.4247 | 174417.3571 | 116285.0676 | 578649.9597 | 1577760.158 | -999110.1982 |
Total P&L (%) | 290.7024 | 174.4174 | 116.2851 | 578.65 | 1577.7602 | -999.1102 |
Avg Daily Profit (%) | 0.1596 | 0.0957 | 0.0638 | 0.1052 | 0.1549 | 0 |
Buy And Hold Return (%) | 106.4971 | 106.4971 | 106.4971 | 106.4971 | 106.4971 | 106.4971 |
Max Trade Drawdown | -112636 | -39843 | -118313 | -2194707 | -294045 | -2425683 |
Profit Factor | 2.1048 | 2.6896 | 1.7272 | 1.142 | 2.7986 | 0.6876 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 82.5 | 80 | 85 | 82.5 | 80 | 85 |
Ratio Avg Win / Avg Loss | 0.4465 | 0.6724 | 0.3048 | 0.2422 | 0.6996 | 0.1213 |
Largest Winning Trade | 24142 | 22732 | 24142 | 361251 | 361251 | 275891 |
Largest Losing Trade | -60288 | -39843 | -60288 | -1274034 | -294045 | -1274034 |
Avg Bars in Trades | 61 | 65 | 56 | 61 | 65 | 56 |
Avg Bars in Winners | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Losers | 214 | 196 | 239 | 214 | 196 | 239 |
Bars Traded | 4884 | 2610 | 2274 | 4884 | 2610 | 2274 |
Profit Streak | 18.9872 | 154.6539 | 18.9872 | 18.9872 | 154.6539 | 18.9872 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13153 | -67237 | -239433 | -137538 | 543485 | -575815 |
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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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