Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315548.9928 | 14632.0137 | 300916.9792 | 1461117.036 | 222510.8041 | 1238606.2319 |
Total P&L (%) | 315.549 | 14.632 | 300.917 | 1461.117 | 222.5108 | 1238.6062 |
Avg Daily Profit (%) | 0.1767 | 0.0082 | 0.1685 | 0.154 | 0.0656 | 0.1454 |
Buy And Hold Return (%) | 271.5047 | 271.5047 | 271.5047 | 271.5047 | 271.5047 | 271.5047 |
Max Trade Drawdown | -21248 | -60261 | -21248 | -216968 | -239134 | -77009 |
Profit Factor | 3.9627 | 1.1728 | 14.7703 | 4.1612 | 1.5808 | 16.6619 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 14 | 11 | 3 | 14 | 11 | 3 |
Profitability (%) | 76.2712 | 63.3333 | 89.6552 | 76.2712 | 63.3333 | 89.6552 |
Ratio Avg Win / Avg Loss | 1.2328 | 0.679 | 1.7043 | 1.2946 | 0.9152 | 1.9225 |
Largest Winning Trade | 41811 | 20181 | 41811 | 145305 | 115445 | 145305 |
Largest Losing Trade | -21248 | -17269 | -21248 | -216968 | -216968 | -77009 |
Avg Bars in Trades | 40 | 9 | 73 | 40 | 9 | 73 |
Avg Bars in Winners | 36 | 4 | 60 | 36 | 4 | 60 |
Avg Bars in Losers | 53 | 17 | 186 | 53 | 17 | 186 |
Bars Traded | 2402 | 273 | 2129 | 2402 | 273 | 2129 |
Profit Streak | 158.37 | 158.37 | 464.87 | 158.37 | 158.37 | 464.87 |
Trades During Streak | 2 | 1 | 12 | 2 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277092 | -377190 | -109934 | -162494 | -268443 | 523486 |
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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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