Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390857.2684 | 341975.7603 | 48881.5081 | 378071.5962 | 1094066.4518 | -715994.8556 |
Total P&L (%) | 390.8573 | 341.9758 | 48.8815 | 378.0716 | 1094.0665 | -715.9949 |
Avg Daily Profit (%) | 0.444 | 0.3885 | 0.0555 | 0.1779 | 0.2821 | 0 |
Buy And Hold Return (%) | 440.5946 | 440.5946 | 440.5946 | 440.5946 | 440.5946 | 440.5946 |
Max Trade Drawdown | -83490 | -39231 | -121037 | -1020737 | -321752 | -1323092 |
Profit Factor | 1.9639 | 3.6369 | 1.1772 | 1.1217 | 2.2504 | 0.6793 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 74.6667 | 72.973 | 76.3158 | 74.6667 | 72.973 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.6663 | 1.347 | 0.3654 | 0.3806 | 0.8335 | 0.2108 |
Largest Winning Trade | 40619 | 40619 | 31332 | 263117 | 263117 | 194258 |
Largest Losing Trade | -83022 | -29431 | -83022 | -1000920 | -254876 | -1000920 |
Avg Bars in Trades | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Winners | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Losers | 56 | 60 | 51 | 56 | 60 | 51 |
Bars Traded | 2476 | 1190 | 1285 | 2476 | 1190 | 1285 |
Profit Streak | 22.2528 | 0 | 66.9195 | 22.2528 | 0 | 66.9195 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212372 | -147878 | -306974 | -303960 | 344189 | -575971 |
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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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