Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646209.6804 | 629203.8564 | 17005.824 | 398090.0803 | 429704.5351 | -31614.4549 |
Total P&L (%) | 646.2097 | 629.2039 | 17.0058 | 398.0901 | 429.7045 | -31.6145 |
Avg Daily Profit (%) | 0.352 | 0.3427 | 0.0093 | 0.0875 | 0.0908 | -0.0207 |
Buy And Hold Return (%) | 152.6735 | 152.6735 | 152.6735 | 152.6735 | 152.6735 | 152.6735 |
Max Trade Drawdown | -176598 | -131621 | -83493 | -383355 | -224532 | -211954 |
Profit Factor | 2.3393 | 3.715 | 1.0678 | 1.5482 | 2.1975 | 0.9139 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 51.2195 | 51.2195 | 51.2195 | 51.2195 | 51.2195 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.2279 | 3.5381 | 1.017 | 1.4745 | 2.0929 | 0.8704 |
Largest Winning Trade | 508383 | 508383 | 48504 | 353333 | 353333 | 88968 |
Largest Losing Trade | -42272 | -42272 | -37488 | -129869 | -94453 | -129869 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 5340 | 2589 | 2751 | 5340 | 2589 | 2751 |
Profit Streak | 28.7811 | 28.7811 | 363.7811 | 28.7811 | 28.7811 | 363.7811 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 149898 | 530271 | -490585 | -85624 | -70040 | -579202 |
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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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