Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617408.7309 | 523027.5556 | 94381.1753 | 1034000.2241 | 911275.0814 | 122725.1426 |
Total P&L (%) | 617.4087 | 523.0276 | 94.3812 | 1034.0002 | 911.2751 | 122.7251 |
Avg Daily Profit (%) | 0.3284 | 0.2782 | 0.0502 | 0.1293 | 0.1232 | 0.0426 |
Buy And Hold Return (%) | 190.5593 | 190.5593 | 190.5593 | 190.5593 | 190.5593 | 190.5593 |
Max Trade Drawdown | -83592 | -44214 | -87822 | -609412 | -606865 | -415836 |
Profit Factor | 2.28 | 3.5625 | 1.3392 | 1.4365 | 1.7632 | 1.1045 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 57.6923 | 58.9744 | 56.4103 | 57.6923 | 58.9744 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.672 | 2.4783 | 1.0348 | 1.0534 | 1.2266 | 0.8535 |
Largest Winning Trade | 162740 | 162740 | 36145 | 477972 | 477972 | 194157 |
Largest Losing Trade | -83592 | -44214 | -83592 | -606865 | -606865 | -258142 |
Avg Bars in Trades | 46 | 49 | 42 | 46 | 49 | 42 |
Avg Bars in Winners | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Losers | 35 | 38 | 32 | 35 | 38 | 32 |
Bars Traded | 3612 | 1940 | 1671 | 3612 | 1940 | 1671 |
Profit Streak | 54.3879 | 0 | 106.3879 | 54.3879 | 0 | 106.3879 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26362 | 478542 | -289513 | -57127 | -26300 | -407250 |
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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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