Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717140.5883 | 707142.761 | 9997.8273 | 513198.5132 | 309832.03 | 203366.4832 |
Total P&L (%) | 717.1406 | 707.1428 | 9.9978 | 513.1985 | 309.832 | 203.3665 |
Avg Daily Profit (%) | 0.3884 | 0.383 | 0.0054 | 0.0983 | 0.0764 | 0.0601 |
Buy And Hold Return (%) | 116.5433 | 116.5433 | 116.5433 | 116.5433 | 116.5433 | 116.5433 |
Max Trade Drawdown | -137166 | -78522 | -133584 | -1046111 | -594364 | -617193 |
Profit Factor | 1.955 | 2.9223 | 1.0261 | 1.1844 | 1.1971 | 1.1679 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.128 | 4.6757 | 1.6418 | 1.895 | 1.9153 | 1.8686 |
Largest Winning Trade | 258438 | 258438 | 77572 | 439989 | 439989 | 246620 |
Largest Losing Trade | -41014 | -41014 | -36259 | -275019 | -275019 | -245428 |
Avg Bars in Trades | 138 | 152 | 123 | 138 | 152 | 123 |
Avg Bars in Winners | 239 | 251 | 228 | 239 | 251 | 228 |
Avg Bars in Losers | 74 | 90 | 58 | 74 | 90 | 58 |
Bars Traded | 10765 | 5936 | 4829 | 10765 | 5936 | 4829 |
Profit Streak | 40.6543 | 0 | 43.4877 | 40.6543 | 0 | 43.4877 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29919 | 363365 | -545986 | -122551 | -101417 | -159881 |
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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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