Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495576.6792 | 437729.0642 | 57847.6149 | 574461.8143 | 1968276.7679 | -1393814.9536 |
Total P&L (%) | 495.5767 | 437.7291 | 57.8476 | 574.4618 | 1968.2768 | -1393.815 |
Avg Daily Profit (%) | 0.2744 | 0.2424 | 0.032 | 0.1057 | 0.1679 | 0 |
Buy And Hold Return (%) | 150.6385 | 150.6385 | 150.6385 | 150.6385 | 150.6385 | 150.6385 |
Max Trade Drawdown | -145917 | -58280 | -139307 | -2816824 | -475100 | -2911201 |
Profit Factor | 1.9076 | 2.7293 | 1.1975 | 1.078 | 1.7322 | 0.7022 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 59.2593 | 53.6585 | 65 | 59.2593 | 53.6585 | 65 |
Ratio Avg Win / Avg Loss | 1.3115 | 2.3571 | 0.6448 | 0.7411 | 1.496 | 0.3781 |
Largest Winning Trade | 227148 | 227148 | 44288 | 701690 | 701690 | 520612 |
Largest Losing Trade | -47097 | -35208 | -47097 | -1000412 | -449068 | -1000412 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Losers | 33 | 32 | 33 | 33 | 32 | 33 |
Bars Traded | 3405 | 1779 | 1626 | 3405 | 1779 | 1626 |
Profit Streak | 37.6732 | 59.6732 | 37.6732 | 37.6732 | 59.6732 | 37.6732 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5452 | 413396 | -318314 | -203580 | 411215 | -578260 |
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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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