Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460643.9604 | 444971.0386 | 15672.9217 | 266627.0944 | 200654.3765 | 65972.7179 |
Total P&L (%) | 460.644 | 444.971 | 15.6729 | 266.6271 | 200.6544 | 65.9727 |
Avg Daily Profit (%) | 0.3262 | 0.3151 | 0.0111 | 0.0921 | 0.078 | 0.0359 |
Buy And Hold Return (%) | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 |
Max Trade Drawdown | -136035 | -128312 | -28705 | -289999 | -297591 | -23341 |
Profit Factor | 2.142 | 2.3033 | 1.2531 | 1.3857 | 1.323 | 1.9429 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 57.1429 | 60.5263 | 53.8462 | 57.1429 | 60.5263 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.6065 | 1.5021 | 1.0741 | 1.0393 | 0.8628 | 1.6653 |
Largest Winning Trade | 238223 | 238223 | 14380 | 210042 | 210042 | 37768 |
Largest Losing Trade | -62076 | -62076 | -23838 | -168091 | -168091 | -17018 |
Avg Bars in Trades | 64 | 130 | 1 | 64 | 130 | 1 |
Avg Bars in Winners | 52 | 99 | 1 | 52 | 99 | 1 |
Avg Bars in Losers | 80 | 176 | 1 | 80 | 176 | 1 |
Bars Traded | 4990 | 4948 | 42 | 4990 | 4948 | 42 |
Profit Streak | 698.8952 | 741.3952 | 698.8952 | 698.8952 | 741.3952 | 698.8952 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30952 | 565159 | -342232 | -113189 | -87553 | -141964 |
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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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