Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682125.86 | 660152.6255 | 21973.2345 | 254001.3265 | 798698.7811 | -544697.4546 |
Total P&L (%) | 682.1259 | 660.1526 | 21.9732 | 254.0013 | 798.6988 | -544.6975 |
Avg Daily Profit (%) | 0.3678 | 0.3559 | 0.0118 | 0.0682 | 0.1185 | 0 |
Buy And Hold Return (%) | 70.2155 | 70.2155 | 70.2155 | 70.2155 | 70.2155 | 70.2155 |
Max Trade Drawdown | -123278 | -95486 | -136799 | -766759 | -223223 | -784692 |
Profit Factor | 2.2784 | 4.2569 | 1.0664 | 1.1395 | 2.5317 | 0.5807 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 43.2099 | 43.9024 | 42.5 | 43.2099 | 43.9024 | 42.5 |
Ratio Avg Win / Avg Loss | 2.9945 | 5.4394 | 1.4428 | 1.4976 | 3.2349 | 0.7857 |
Largest Winning Trade | 518445 | 518445 | 66304 | 402501 | 402501 | 279975 |
Largest Losing Trade | -71114 | -20317 | -71114 | -440944 | -130818 | -440944 |
Avg Bars in Trades | 85 | 51 | 120 | 85 | 51 | 120 |
Avg Bars in Winners | 147 | 87 | 209 | 147 | 87 | 209 |
Avg Bars in Losers | 39 | 23 | 55 | 39 | 23 | 55 |
Bars Traded | 6946 | 2109 | 4837 | 6946 | 2109 | 4837 |
Profit Streak | 322.4734 | 365.2234 | 322.4734 | 322.4734 | 365.2234 | 322.4734 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3722 | 562579 | -492190 | -189056 | -30614 | -582700 |
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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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