Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340877.9396 | 213138.1827 | 127739.7569 | 745044.9271 | 1459267.2273 | -714222.3002 |
Total P&L (%) | 340.8779 | 213.1382 | 127.7398 | 745.0449 | 1459.2672 | -714.2223 |
Avg Daily Profit (%) | 0.1876 | 0.1173 | 0.0703 | 0.1175 | 0.1512 | 0 |
Buy And Hold Return (%) | 95.0263 | 95.0263 | 95.0263 | 95.0263 | 95.0263 | 95.0263 |
Max Trade Drawdown | -66200 | -71591 | -89100 | -1125364 | -170295 | -1420788 |
Profit Factor | 1.7742 | 2.304 | 1.4614 | 1.2786 | 3.9352 | 0.6719 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 61.2069 | 62.069 | 60.3448 | 61.2069 | 62.069 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.1245 | 1.408 | 0.9604 | 0.8104 | 2.4049 | 0.4415 |
Largest Winning Trade | 33536 | 32560 | 33536 | 308051 | 308051 | 143454 |
Largest Losing Trade | -53034 | -42926 | -53034 | -786384 | -101506 | -786384 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 25 | 31 | 19 | 25 | 31 | 19 |
Avg Bars in Losers | 33 | 26 | 40 | 33 | 26 | 40 |
Bars Traded | 3288 | 1691 | 1597 | 3288 | 1691 | 1597 |
Profit Streak | 15.7534 | 0 | 18.2534 | 15.7534 | 0 | 18.2534 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352703 | -216652 | -336240 | -34824 | -163577 | -758651 |
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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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