Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439726.435 | 293550.1868 | 146176.2482 | 2108441.6391 | 1266795.5904 | 841646.0487 |
Total P&L (%) | 439.7264 | 293.5502 | 146.1762 | 2108.4416 | 1266.7956 | 841.646 |
Avg Daily Profit (%) | 0.2577 | 0.172 | 0.0857 | 0.1815 | 0.1534 | 0.1315 |
Buy And Hold Return (%) | 35.0151 | 35.0151 | 35.0151 | 35.0151 | 35.0151 | 35.0151 |
Max Trade Drawdown | -79567 | -73725 | -30805 | -1469545 | -1268914 | -429731 |
Profit Factor | 2.6085 | 3.2786 | 2.0112 | 1.5803 | 1.6461 | 1.5032 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 59.7015 | 60.6061 | 58.8235 | 59.7015 | 60.6061 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.7607 | 2.1311 | 1.4079 | 1.0667 | 1.07 | 1.0523 |
Largest Winning Trade | 86081 | 86081 | 51335 | 438892 | 421396 | 438892 |
Largest Losing Trade | -27774 | -27774 | -22183 | -632783 | -632783 | -299684 |
Avg Bars in Trades | 41 | 56 | 28 | 41 | 56 | 28 |
Avg Bars in Winners | 53 | 63 | 42 | 53 | 63 | 42 |
Avg Bars in Losers | 25 | 45 | 6 | 25 | 45 | 6 |
Bars Traded | 2806 | 1854 | 952 | 2806 | 1854 | 952 |
Profit Streak | 263.7556 | 263.7556 | 300.7556 | 263.7556 | 263.7556 | 300.7556 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105302 | 561199 | -75156 | -108714 | 417041 | -12945 |
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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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