Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480697.6982 | 438169.8359 | 42527.8623 | 1000157.1557 | 1225892.6261 | -225735.4705 |
Total P&L (%) | 480.6977 | 438.1698 | 42.5279 | 1000.1572 | 1225.8926 | -225.7355 |
Avg Daily Profit (%) | 0.5423 | 0.4944 | 0.048 | 0.2709 | 0.292 | 0 |
Buy And Hold Return (%) | 410.3982 | 410.3982 | 410.3982 | 410.3982 | 410.3982 | 410.3982 |
Max Trade Drawdown | -76702 | -28906 | -56594 | -1413929 | -519433 | -1006677 |
Profit Factor | 2.8952 | 4.8872 | 1.3018 | 1.3886 | 1.9745 | 0.8284 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 58.209 | 50 | 66.6667 | 58.209 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0786 | 4.8872 | 0.6509 | 0.997 | 1.9745 | 0.4142 |
Largest Winning Trade | 204194 | 204194 | 30510 | 942076 | 942076 | 340324 |
Largest Losing Trade | -50902 | -19264 | -50902 | -625258 | -341026 | -625258 |
Avg Bars in Trades | 72 | 74 | 69 | 72 | 74 | 69 |
Avg Bars in Winners | 88 | 104 | 75 | 88 | 104 | 75 |
Avg Bars in Losers | 49 | 44 | 58 | 49 | 44 | 58 |
Bars Traded | 4827 | 2524 | 2303 | 4827 | 2524 | 2303 |
Profit Streak | 18.6386 | 18.6386 | 80.9719 | 18.6386 | 18.6386 | 80.9719 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215280 | -126331 | -292676 | -115242 | 359892 | -577275 |
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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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