Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435889.3084 | 274734.047 | 161155.2614 | 2005178.0521 | 971232.7289 | 1033945.3232 |
Total P&L (%) | 435.8893 | 274.734 | 161.1553 | 2005.1781 | 971.2327 | 1033.9453 |
Avg Daily Profit (%) | 0.3496 | 0.2204 | 0.1293 | 0.2447 | 0.1904 | 0.195 |
Buy And Hold Return (%) | 143.6434 | 143.6434 | 143.6434 | 143.6434 | 143.6434 | 143.6434 |
Max Trade Drawdown | -37649 | -32926 | -38586 | -428155 | -433978 | -314971 |
Profit Factor | 2.7005 | 3.3894 | 2.1401 | 2.464 | 2.1793 | 2.8932 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 68.6567 | 69.697 | 67.6471 | 68.6567 | 69.697 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.2328 | 1.4737 | 1.0235 | 1.1249 | 0.9475 | 1.3837 |
Largest Winning Trade | 115037 | 115037 | 34152 | 697313 | 697313 | 284161 |
Largest Losing Trade | -39141 | -32766 | -39141 | -356275 | -356275 | -181681 |
Avg Bars in Trades | 67 | 98 | 37 | 67 | 98 | 37 |
Avg Bars in Winners | 54 | 67 | 42 | 54 | 67 | 42 |
Avg Bars in Losers | 95 | 172 | 26 | 95 | 172 | 26 |
Bars Traded | 4535 | 3263 | 1272 | 4535 | 3263 | 1272 |
Profit Streak | 141.4729 | 141.4729 | 306.4729 | 141.4729 | 141.4729 | 306.4729 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107243 | 344658 | -141648 | -105099 | 469614 | 579903 |
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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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