Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556926.715 | 483022.5543 | 73904.1606 | 826777.2249 | 1150923.6712 | -324146.4463 |
Total P&L (%) | 556.9267 | 483.0226 | 73.9042 | 826.7772 | 1150.9237 | -324.1464 |
Avg Daily Profit (%) | 0.2224 | 0.1929 | 0.0295 | 0.0889 | 0.1009 | 0 |
Buy And Hold Return (%) | 42.9389 | 42.9389 | 42.9389 | 42.9389 | 42.9389 | 42.9389 |
Max Trade Drawdown | -126529 | -54466 | -155663 | -1286628 | -487276 | -939763 |
Profit Factor | 1.8388 | 2.8839 | 1.1813 | 1.1891 | 1.6291 | 0.8725 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 44.3182 | 50 | 38.6364 | 44.3182 | 50 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.3103 | 2.8839 | 1.8762 | 1.494 | 1.6291 | 1.3857 |
Largest Winning Trade | 97556 | 97556 | 69860 | 344377 | 344377 | 306982 |
Largest Losing Trade | -50757 | -32973 | -50757 | -390674 | -208497 | -390674 |
Avg Bars in Trades | 55 | 36 | 74 | 55 | 36 | 74 |
Avg Bars in Winners | 90 | 54 | 135 | 90 | 54 | 135 |
Avg Bars in Losers | 27 | 18 | 35 | 27 | 18 | 35 |
Bars Traded | 4880 | 1615 | 3265 | 4880 | 1615 | 3265 |
Profit Streak | 42.1592 | 65.6592 | 0 | 42.1592 | 65.6592 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370599 | 492597 | -186516 | -87708 | -54117 | -583472 |
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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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