Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702840.1462 | 595052.382 | 107787.7642 | 1049482.9062 | 860784.1536 | 188698.7526 |
Total P&L (%) | 702.8401 | 595.0524 | 107.7878 | 1049.4829 | 860.7842 | 188.6988 |
Avg Daily Profit (%) | 0.3748 | 0.3173 | 0.0575 | 0.1303 | 0.1207 | 0.0566 |
Buy And Hold Return (%) | 48.9173 | 48.9173 | 48.9173 | 48.9173 | 48.9173 | 48.9173 |
Max Trade Drawdown | -170042 | -85532 | -147192 | -606407 | -468359 | -325220 |
Profit Factor | 2.3139 | 2.7673 | 1.5437 | 1.8166 | 1.971 | 1.4732 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 57.7465 | 51.4286 | 63.8889 | 57.7465 | 51.4286 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.6931 | 2.6135 | 0.8725 | 1.3292 | 1.8615 | 0.8327 |
Largest Winning Trade | 269533 | 269533 | 48126 | 489011 | 489011 | 133044 |
Largest Losing Trade | -49413 | -49413 | -40598 | -239308 | -239308 | -128313 |
Avg Bars in Trades | 73 | 95 | 51 | 73 | 95 | 51 |
Avg Bars in Winners | 76 | 94 | 62 | 76 | 94 | 62 |
Avg Bars in Losers | 68 | 97 | 30 | 68 | 97 | 30 |
Bars Traded | 5201 | 3359 | 1842 | 5201 | 3359 | 1842 |
Profit Streak | 169.6155 | 169.6155 | 692.9489 | 169.6155 | 169.6155 | 692.9489 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74703 | 542801 | -118554 | -104967 | -26926 | -117036 |
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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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