Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369415.6524 | 265247.4989 | 104168.1535 | 853917.0276 | 1316893.9732 | -462976.9456 |
Total P&L (%) | 369.4157 | 265.2475 | 104.1682 | 853.917 | 1316.894 | -462.9769 |
Avg Daily Profit (%) | 0.259 | 0.1859 | 0.073 | 0.1582 | 0.186 | 0 |
Buy And Hold Return (%) | 36.7153 | 36.7153 | 36.7153 | 36.7153 | 36.7153 | 36.7153 |
Max Trade Drawdown | -71906 | -33883 | -66664 | -1663613 | -418945 | -1447286 |
Profit Factor | 2.0061 | 3.0977 | 1.4327 | 1.2425 | 2.4289 | 0.8219 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 54.1176 | 59.5238 | 48.8372 | 54.1176 | 59.5238 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.7008 | 2.1064 | 1.5009 | 1.0535 | 1.6517 | 0.861 |
Largest Winning Trade | 86126 | 86126 | 47046 | 621263 | 621263 | 519256 |
Largest Losing Trade | -52735 | -22711 | -52735 | -1098837 | -237190 | -1098837 |
Avg Bars in Trades | 29 | 35 | 23 | 29 | 35 | 23 |
Avg Bars in Winners | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
Bars Traded | 2483 | 1476 | 1007 | 2483 | 1476 | 1007 |
Profit Streak | 16.5184 | 0 | 19.0184 | 16.5184 | 0 | 19.0184 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487790 | 529102 | -96254 | 324943 | 497664 | -580341 |
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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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