Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391153.7158 | 325214.2065 | 65939.5093 | 793967.1843 | 757974.2797 | 35992.9046 |
Total P&L (%) | 391.1537 | 325.2142 | 65.9395 | 793.9672 | 757.9743 | 35.9929 |
Avg Daily Profit (%) | 0.277 | 0.2303 | 0.0467 | 0.1553 | 0.1523 | 0.0218 |
Buy And Hold Return (%) | 61.0045 | 61.0045 | 61.0045 | 61.0045 | 61.0045 | 61.0045 |
Max Trade Drawdown | -81586 | -103055 | -46886 | -353429 | -380483 | -320903 |
Profit Factor | 2.1144 | 2.4032 | 1.553 | 1.5363 | 1.8142 | 1.0655 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Losing Trades | 34 | 11 | 23 | 34 | 11 | 23 |
Profitability (%) | 77.4834 | 85.3333 | 69.7368 | 77.4834 | 85.3333 | 69.7368 |
Ratio Avg Win / Avg Loss | 0.6144 | 0.413 | 0.674 | 0.4464 | 0.3118 | 0.4624 |
Largest Winning Trade | 45256 | 45256 | 14380 | 102754 | 102754 | 71303 |
Largest Losing Trade | -69666 | -69666 | -43477 | -289000 | -262504 | -289000 |
Avg Bars in Trades | 33 | 63 | 3 | 33 | 63 | 3 |
Avg Bars in Winners | 12 | 22 | 1 | 12 | 22 | 1 |
Avg Bars in Losers | 102 | 302 | 6 | 102 | 302 | 6 |
Bars Traded | 4987 | 4739 | 248 | 4987 | 4739 | 248 |
Profit Streak | 582.6119 | 604.8619 | 582.6119 | 582.6119 | 604.8619 | 582.6119 |
Trades During Streak | 10 | 14 | 5 | 10 | 14 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547657 | -42211 | -316164 | 489557 | -42485 | -524676 |
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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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