Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375529.7567 | 337073.2456 | 38456.5111 | 1528515.35 | 1268909.8847 | 259605.4653 |
Total P&L (%) | 375.5298 | 337.0732 | 38.4565 | 1528.5154 | 1268.9099 | 259.6055 |
Avg Daily Profit (%) | 0.4584 | 0.4114 | 0.0469 | 0.3412 | 0.3199 | 0.1563 |
Buy And Hold Return (%) | 431.1586 | 431.1586 | 431.1586 | 431.1586 | 431.1586 | 431.1586 |
Max Trade Drawdown | -84515 | -74139 | -13734 | -1142697 | -1031670 | -171712 |
Profit Factor | 2.3885 | 2.8332 | 1.4442 | 1.4516 | 1.4972 | 1.3117 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 93 | 57 | 36 | 93 | 57 | 36 |
Losing Trades | 44 | 11 | 33 | 44 | 11 | 33 |
Profitability (%) | 67.8832 | 83.8235 | 52.1739 | 67.8832 | 83.8235 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.1301 | 0.5468 | 1.3238 | 0.6868 | 0.2889 | 1.2024 |
Largest Winning Trade | 35745 | 35745 | 10390 | 322034 | 322034 | 141901 |
Largest Losing Trade | -63575 | -63575 | -7597 | -1013623 | -1013623 | -135127 |
Avg Bars in Trades | 21 | 40 | 3 | 21 | 40 | 3 |
Avg Bars in Winners | 14 | 21 | 2 | 14 | 21 | 2 |
Avg Bars in Losers | 37 | 137 | 4 | 37 | 137 | 4 |
Bars Traded | 2983 | 2743 | 240 | 2983 | 2743 | 240 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149550 | -258638 | -396152 | 321124 | -99396 | -259495 |
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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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