Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320855.5049 | 195387.1629 | 125468.3421 | 844198.2634 | 1454834.923 | -610636.6597 |
Total P&L (%) | 320.8555 | 195.3872 | 125.4683 | 844.1983 | 1454.8349 | -610.6367 |
Avg Daily Profit (%) | 0.1768 | 0.1077 | 0.0691 | 0.1238 | 0.1513 | 0 |
Buy And Hold Return (%) | 233.5277 | 233.5277 | 233.5277 | 233.5277 | 233.5277 | 233.5277 |
Max Trade Drawdown | -81305 | -43924 | -87867 | -1316319 | -222828 | -1592942 |
Profit Factor | 2.2093 | 2.783 | 1.8056 | 1.3475 | 3.5406 | 0.6711 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 67.9487 | 64.1026 | 71.7949 | 67.9487 | 64.1026 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.0421 | 1.5585 | 0.7093 | 0.6356 | 1.9828 | 0.2637 |
Largest Winning Trade | 39076 | 39076 | 30256 | 579018 | 579018 | 177263 |
Largest Losing Trade | -48349 | -43924 | -48349 | -996367 | -221360 | -996367 |
Avg Bars in Trades | 63 | 64 | 61 | 63 | 64 | 61 |
Avg Bars in Winners | 41 | 33 | 49 | 41 | 33 | 49 |
Avg Bars in Losers | 108 | 121 | 92 | 108 | 121 | 92 |
Bars Traded | 4924 | 2521 | 2403 | 4924 | 2521 | 2403 |
Profit Streak | 99.6867 | 99.6867 | 100.6867 | 99.6867 | 99.6867 | 100.6867 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73738 | -207302 | -261944 | -65996 | 584706 | -576973 |
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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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