Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668813.1024 | 623289.849 | 45523.2534 | 842096.8605 | 2037841.1263 | -1195744.2657 |
Total P&L (%) | 668.8131 | 623.2898 | 45.5233 | 842.0969 | 2037.8411 | -1195.7443 |
Avg Daily Profit (%) | 0.2672 | 0.249 | 0.0182 | 0.0896 | 0.1224 | 0 |
Buy And Hold Return (%) | 338.9715 | 338.9715 | 338.9715 | 338.9715 | 338.9715 | 338.9715 |
Max Trade Drawdown | -133540 | -51798 | -111120 | -1864089 | -536136 | -1539885 |
Profit Factor | 2.0136 | 3.5863 | 1.1087 | 1.1527 | 2.1611 | 0.6818 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 50.6494 | 53.8462 | 47.3684 | 50.6494 | 53.8462 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.962 | 3.074 | 1.2319 | 1.1232 | 1.8524 | 0.7576 |
Largest Winning Trade | 141283 | 141283 | 57136 | 693581 | 693581 | 363829 |
Largest Losing Trade | -76593 | -38852 | -76593 | -934095 | -427063 | -934095 |
Avg Bars in Trades | 60 | 52 | 69 | 60 | 52 | 69 |
Avg Bars in Winners | 89 | 68 | 113 | 89 | 68 | 113 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 4691 | 2042 | 2649 | 4691 | 2042 | 2649 |
Profit Streak | 207.1532 | 207.1532 | 305.6532 | 207.1532 | 207.1532 | 305.6532 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39438 | 314849 | -434967 | -173865 | -24243 | -580441 |
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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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