Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340417.5527 | 334031.7583 | 6385.7943 | 638042.7917 | 792645.9028 | -154603.1111 |
Total P&L (%) | 340.4176 | 334.0318 | 6.3858 | 638.0428 | 792.6459 | -154.6031 |
Avg Daily Profit (%) | 0.3858 | 0.3786 | 0.0072 | 0.2268 | 0.2484 | 0 |
Buy And Hold Return (%) | 266.0741 | 266.0741 | 266.0741 | 266.0741 | 266.0741 | 266.0741 |
Max Trade Drawdown | -52776 | -33898 | -55200 | -604513 | -251969 | -520399 |
Profit Factor | 2.2704 | 4.0542 | 1.0403 | 1.3921 | 2.2819 | 0.8467 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 54.4304 | 52.5 | 56.4103 | 54.4304 | 52.5 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.9008 | 3.6681 | 0.8038 | 1.1655 | 2.0645 | 0.6543 |
Largest Winning Trade | 119636 | 119636 | 47389 | 536834 | 536834 | 402287 |
Largest Losing Trade | -42225 | -16352 | -42225 | -472627 | -102925 | -472627 |
Avg Bars in Trades | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Winners | 78 | 73 | 82 | 78 | 73 | 82 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 4559 | 2281 | 2278 | 4559 | 2281 | 2278 |
Profit Streak | 0 | 0 | 51.4221 | 0 | 0 | 51.4221 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96022 | -69716 | -524996 | -26025 | 360651 | -578938 |
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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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