Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528168.1895 | 351717.6665 | 176450.523 | 2280797.4161 | 1834837.8879 | 445959.5282 |
Total P&L (%) | 528.1682 | 351.7177 | 176.4505 | 2280.7974 | 1834.8379 | 445.9595 |
Avg Daily Profit (%) | 0.2215 | 0.1475 | 0.074 | 0.133 | 0.1243 | 0.0712 |
Buy And Hold Return (%) | 31.0778 | 31.0778 | 31.0778 | 31.0778 | 31.0778 | 31.0778 |
Max Trade Drawdown | -86785 | -58724 | -86785 | -722460 | -330301 | -722460 |
Profit Factor | 3.5285 | 5.5021 | 2.3494 | 2.3999 | 4.9207 | 1.384 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 11 | 5 | 6 | 11 | 5 | 6 |
Profitability (%) | 85.8974 | 87.1795 | 84.6154 | 85.8974 | 87.1795 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.5793 | 0.8091 | 0.4272 | 0.394 | 0.7236 | 0.2516 |
Largest Winning Trade | 84670 | 84670 | 43921 | 597175 | 597175 | 238552 |
Largest Losing Trade | -86785 | -35340 | -86785 | -722460 | -184914 | -722460 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 34 | 28 | 40 | 34 | 28 | 40 |
Avg Bars in Losers | 169 | 214 | 131 | 169 | 214 | 131 |
Bars Traded | 4145 | 2028 | 2117 | 4145 | 2028 | 2117 |
Profit Streak | 150.8086 | 150.8086 | 337.3086 | 150.8086 | 150.8086 | 337.3086 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20914 | 519490 | -87603 | -46295 | -16486 | -93207 |
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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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