Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821746.4036 | 739330.5091 | 82415.8945 | 1661320.0205 | 1061182.4948 | 600137.5257 |
Total P&L (%) | 821.7464 | 739.3305 | 82.4159 | 1661.32 | 1061.1825 | 600.1375 |
Avg Daily Profit (%) | 0.3283 | 0.2953 | 0.0329 | 0.1147 | 0.098 | 0.0778 |
Buy And Hold Return (%) | 252.2157 | 252.2157 | 252.2157 | 252.2157 | 252.2157 | 252.2157 |
Max Trade Drawdown | -128131 | -93940 | -66383 | -563410 | -475085 | -155813 |
Profit Factor | 2.5986 | 3.6315 | 1.3536 | 1.9887 | 1.9039 | 2.1853 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 60.241 | 58.5366 | 61.9048 | 60.241 | 58.5366 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.7151 | 2.5723 | 0.833 | 1.3126 | 1.3486 | 1.3448 |
Largest Winning Trade | 409516 | 409516 | 46660 | 696334 | 696334 | 298030 |
Largest Losing Trade | -66383 | -47264 | -66383 | -253161 | -253161 | -151142 |
Avg Bars in Trades | 171 | 224 | 119 | 171 | 224 | 119 |
Avg Bars in Winners | 142 | 150 | 134 | 142 | 150 | 134 |
Avg Bars in Losers | 214 | 329 | 93 | 214 | 329 | 93 |
Bars Traded | 14205 | 9203 | 5003 | 14205 | 9203 | 5003 |
Profit Streak | 36.7711 | 0 | 46.7711 | 36.7711 | 0 | 46.7711 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434860 | 490111 | -313796 | -36247 | -60117 | -87862 |
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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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