Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439704.1019 | 373517.4997 | 66186.6022 | 798893.5336 | 540119.9796 | 258773.554 |
Total P&L (%) | 439.7041 | 373.5175 | 66.1866 | 798.8935 | 540.12 | 258.7736 |
Avg Daily Profit (%) | 0.3116 | 0.2647 | 0.0469 | 0.1557 | 0.1316 | 0.0906 |
Buy And Hold Return (%) | 17.7726 | 17.7726 | 17.7726 | 17.7726 | 17.7726 | 17.7726 |
Max Trade Drawdown | -119679 | -128232 | -10600 | -499428 | -523218 | -23407 |
Profit Factor | 2.1317 | 2.0953 | 2.3933 | 1.5697 | 1.4181 | 3.339 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 66.055 | 68.5185 | 63.6364 | 66.055 | 68.5185 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0955 | 0.9627 | 1.3676 | 0.8066 | 0.6516 | 1.908 |
Largest Winning Trade | 79753 | 79753 | 14380 | 291862 | 291862 | 91800 |
Largest Losing Trade | -68290 | -68290 | -6854 | -348280 | -348280 | -17930 |
Avg Bars in Trades | 140 | 280 | 2 | 140 | 280 | 2 |
Avg Bars in Winners | 69 | 133 | 1 | 69 | 133 | 1 |
Avg Bars in Losers | 278 | 601 | 3 | 278 | 601 | 3 |
Bars Traded | 15289 | 15156 | 132 | 15289 | 15156 | 132 |
Profit Streak | 524.6778 | 0 | 587.1778 | 524.6778 | 0 | 587.1778 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521022 | -168274 | -305939 | 384458 | -195401 | -242318 |
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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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