Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437159.6689 | 375551.9708 | 61607.6981 | 334162.3172 | 327463.59 | 6698.7272 |
Total P&L (%) | 437.1597 | 375.552 | 61.6077 | 334.1623 | 327.4636 | 6.6987 |
Avg Daily Profit (%) | 0.1749 | 0.1502 | 0.0246 | 0.0587 | 0.0581 | 0.0026 |
Buy And Hold Return (%) | 96.6966 | 96.6966 | 96.6966 | 96.6966 | 96.6966 | 96.6966 |
Max Trade Drawdown | -132061 | -69364 | -111841 | -232311 | -102175 | -150582 |
Profit Factor | 1.8322 | 2.3783 | 1.2437 | 1.4158 | 1.9208 | 1.015 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 60.4938 | 62.5 | 58.5366 | 60.4938 | 62.5 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.1965 | 1.427 | 0.8809 | 0.9246 | 1.1525 | 0.7189 |
Largest Winning Trade | 241023 | 241023 | 39359 | 77788 | 77788 | 67770 |
Largest Losing Trade | -51719 | -44224 | -51719 | -106519 | -83766 | -106519 |
Avg Bars in Trades | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Winners | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Losers | 69 | 73 | 66 | 69 | 73 | 66 |
Bars Traded | 4620 | 2365 | 2255 | 4620 | 2365 | 2255 |
Profit Streak | 0 | 231.3863 | 0 | 0 | 231.3863 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6627 | 392788 | -326511 | -132697 | -112915 | -559729 |
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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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