Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349892.5477 | 346175.3058 | 3717.2419 | 39061.8493 | 461043.6406 | -421981.7914 |
Total P&L (%) | 349.8925 | 346.1753 | 3.7172 | 39.0618 | 461.0436 | -421.9818 |
Avg Daily Profit (%) | 0.1641 | 0.1623 | 0.0017 | 0.0155 | 0.0809 | 0 |
Buy And Hold Return (%) | 26.4681 | 26.4681 | 26.4681 | 26.4681 | 26.4681 | 26.4681 |
Max Trade Drawdown | -270214 | -183699 | -88016 | -999467 | -410005 | -611263 |
Profit Factor | 1.6242 | 2.0647 | 1.0158 | 1.0281 | 1.7836 | 0.4749 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 56.5789 | 52.6316 | 60.5263 | 56.5789 | 52.6316 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.2465 | 1.8583 | 0.6625 | 0.789 | 1.6053 | 0.3097 |
Largest Winning Trade | 135364 | 135364 | 28175 | 464987 | 464987 | 122509 |
Largest Losing Trade | -61641 | -61641 | -53508 | -547013 | -230491 | -547013 |
Avg Bars in Trades | 105 | 170 | 40 | 105 | 170 | 40 |
Avg Bars in Winners | 93 | 154 | 41 | 93 | 154 | 41 |
Avg Bars in Losers | 120 | 188 | 39 | 120 | 188 | 39 |
Bars Traded | 8026 | 6476 | 1550 | 8026 | 6476 | 1550 |
Profit Streak | 124.4234 | 124.4234 | 128.9234 | 124.4234 | 124.4234 | 128.9234 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41949 | 451333 | -558358 | -432491 | -80248 | -578049 |
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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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