Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623177.5583 | 574136.2995 | 49041.2587 | 387476.3692 | 384914.9092 | 2561.4601 |
Total P&L (%) | 623.1776 | 574.1363 | 49.0413 | 387.4764 | 384.9149 | 2.5615 |
Avg Daily Profit (%) | 0.3392 | 0.3125 | 0.0267 | 0.0863 | 0.086 | 0.0014 |
Buy And Hold Return (%) | 221.1648 | 221.1648 | 221.1648 | 221.1648 | 221.1648 | 221.1648 |
Max Trade Drawdown | -101758 | -70583 | -106847 | -336897 | -234501 | -157504 |
Profit Factor | 2.1472 | 3.2036 | 1.1735 | 1.3159 | 1.5998 | 1.0044 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 35.8974 | 38.4615 | 33.3333 | 35.8974 | 38.4615 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.8343 | 5.1257 | 2.347 | 2.3498 | 2.5597 | 2.0088 |
Largest Winning Trade | 339008 | 339008 | 72478 | 258653 | 258653 | 219405 |
Largest Losing Trade | -40166 | -28079 | -40166 | -144352 | -144352 | -85395 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 74 | 69 | 80 | 74 | 69 | 80 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 3354 | 1759 | 1595 | 3354 | 1759 | 1595 |
Profit Streak | 22.7159 | 126.2159 | 0 | 22.7159 | 126.2159 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33675 | 307333 | -358021 | -128745 | -86871 | -577808 |
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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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