Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772977.2167 | 669533.2424 | 103443.9742 | 691110.3757 | 271795.1554 | 419315.2203 |
Total P&L (%) | 772.9772 | 669.5332 | 103.444 | 691.1104 | 271.7952 | 419.3152 |
Avg Daily Profit (%) | 0.4245 | 0.3677 | 0.0568 | 0.1136 | 0.0721 | 0.0905 |
Buy And Hold Return (%) | 164.3564 | 164.3564 | 164.3564 | 164.3564 | 164.3564 | 164.3564 |
Max Trade Drawdown | -152164 | -64770 | -56735 | -312796 | -267248 | -57486 |
Profit Factor | 2.7347 | 3.5401 | 1.5683 | 1.8162 | 1.4381 | 2.8524 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 42.8571 | 47.2222 | 45.0704 | 42.8571 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.3329 | 4.7202 | 1.7528 | 2.2134 | 1.9174 | 3.188 |
Largest Winning Trade | 436213 | 436213 | 70445 | 355977 | 355977 | 191022 |
Largest Losing Trade | -44553 | -36080 | -44553 | -162495 | -162495 | -44553 |
Avg Bars in Trades | 44 | 60 | 29 | 44 | 60 | 29 |
Avg Bars in Winners | 59 | 76 | 43 | 59 | 76 | 43 |
Avg Bars in Losers | 32 | 48 | 15 | 32 | 48 | 15 |
Bars Traded | 3177 | 2132 | 1045 | 3177 | 2132 | 1045 |
Profit Streak | 91.7004 | 0 | 313.7004 | 91.7004 | 0 | 313.7004 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79058 | 405036 | -279446 | -132096 | -106567 | -69636 |
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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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