Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402861.6937 | 341824.0145 | 61037.6793 | 498153.2889 | 289423.8419 | 208729.4469 |
Total P&L (%) | 402.8617 | 341.824 | 61.0377 | 498.1533 | 289.4238 | 208.7294 |
Avg Daily Profit (%) | 0.3216 | 0.2729 | 0.0487 | 0.1429 | 0.1086 | 0.09 |
Buy And Hold Return (%) | 67.2746 | 67.2746 | 67.2746 | 67.2746 | 67.2746 | 67.2746 |
Max Trade Drawdown | -125670 | -94597 | -34159 | -730038 | -557606 | -250809 |
Profit Factor | 1.9982 | 2.4788 | 1.354 | 1.2337 | 1.2408 | 1.2245 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 36 | 23 | 13 | 36 | 23 | 13 |
Profitability (%) | 54.4304 | 42.5 | 66.6667 | 54.4304 | 42.5 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6729 | 3.3537 | 0.677 | 1.0329 | 1.6788 | 0.6123 |
Largest Winning Trade | 217830 | 217830 | 27567 | 221146 | 221146 | 182074 |
Largest Losing Trade | -32345 | -29549 | -32345 | -229706 | -221460 | -229706 |
Avg Bars in Trades | 59 | 59 | 60 | 59 | 59 | 60 |
Avg Bars in Winners | 70 | 84 | 60 | 70 | 84 | 60 |
Avg Bars in Losers | 47 | 40 | 60 | 47 | 40 | 60 |
Bars Traded | 4733 | 2366 | 2367 | 4733 | 2366 | 2367 |
Profit Streak | 37.1471 | 37.1471 | 89.1471 | 37.1471 | 37.1471 | 89.1471 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17930 | 336420 | -291718 | -32293 | -51468 | -74670 |
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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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