Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849401.6391 | 790374.5076 | 59027.1315 | 171156.2239 | 223806.3632 | -52650.1394 |
Total P&L (%) | 849.4016 | 790.3745 | 59.0271 | 171.1562 | 223.8064 | -52.6501 |
Avg Daily Profit (%) | 0.4527 | 0.4212 | 0.0315 | 0.0532 | 0.0626 | -0.0398 |
Buy And Hold Return (%) | 116.0674 | 116.0674 | 116.0674 | 116.0674 | 116.0674 | 116.0674 |
Max Trade Drawdown | -212916 | -131054 | -170180 | -392203 | -194319 | -219157 |
Profit Factor | 2.1549 | 2.9059 | 1.184 | 1.2863 | 1.748 | 0.8236 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 55.5556 | 47.5 | 63.4146 | 55.5556 | 47.5 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.7239 | 3.2118 | 0.6831 | 1.0291 | 1.932 | 0.4752 |
Largest Winning Trade | 404067 | 404067 | 48150 | 166811 | 166811 | 58654 |
Largest Losing Trade | -61800 | -61800 | -61440 | -114010 | -98194 | -114010 |
Avg Bars in Trades | 64 | 75 | 53 | 64 | 75 | 53 |
Avg Bars in Winners | 70 | 81 | 62 | 70 | 81 | 62 |
Avg Bars in Losers | 56 | 70 | 38 | 56 | 70 | 38 |
Bars Traded | 5219 | 3027 | 2192 | 5219 | 3027 | 2192 |
Profit Streak | 159.9335 | 238.2669 | 159.9335 | 159.9335 | 238.2669 | 159.9335 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 6481 | 568226 | -333297 | -154134 | -112904 | -577650 |
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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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