Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302284.3758 | 288968.3267 | 13316.0491 | 747090.8918 | 817454.9769 | -70364.0851 |
Total P&L (%) | 302.2844 | 288.9683 | 13.316 | 747.0909 | 817.455 | -70.3641 |
Avg Daily Profit (%) | 0.3425 | 0.3274 | 0.0151 | 0.2424 | 0.2514 | -0.1377 |
Buy And Hold Return (%) | 361.885 | 361.885 | 361.885 | 361.885 | 361.885 | 361.885 |
Max Trade Drawdown | -54540 | -54512 | -71515 | -499104 | -417756 | -449164 |
Profit Factor | 2.3745 | 3.6546 | 1.1199 | 1.4987 | 1.9415 | 0.8883 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 13 | 4 | 9 | 13 | 4 | 9 |
Profitability (%) | 83.1169 | 89.4737 | 76.9231 | 83.1169 | 89.4737 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.4823 | 0.43 | 0.336 | 0.3044 | 0.2284 | 0.2665 |
Largest Winning Trade | 24455 | 24455 | 12732 | 129332 | 129332 | 55549 |
Largest Losing Trade | -54512 | -54512 | -44678 | -417756 | -417756 | -291402 |
Avg Bars in Trades | 24 | 40 | 9 | 24 | 40 | 9 |
Avg Bars in Winners | 11 | 18 | 4 | 11 | 18 | 4 |
Avg Bars in Losers | 86 | 224 | 25 | 86 | 224 | 25 |
Bars Traded | 1884 | 1524 | 359 | 1884 | 1524 | 359 |
Profit Streak | 82.7353 | 82.7353 | 140.0686 | 82.7353 | 82.7353 | 140.0686 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195103 | -146803 | -423586 | -38337 | 376495 | -575574 |
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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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