Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449119.4392 | 372710.0857 | 76409.3535 | 127524.6094 | 109844.5952 | 17680.0141 |
Total P&L (%) | 449.1194 | 372.7101 | 76.4094 | 127.5246 | 109.8446 | 17.68 |
Avg Daily Profit (%) | 0.2404 | 0.1995 | 0.0409 | 0.044 | 0.0397 | 0.0087 |
Buy And Hold Return (%) | 68.8064 | 68.8064 | 68.8064 | 68.8064 | 68.8064 | 68.8064 |
Max Trade Drawdown | -142926 | -130219 | -73792 | -51367 | -40658 | -24239 |
Profit Factor | 1.8614 | 2.1843 | 1.3697 | 1.8649 | 2.527 | 1.2341 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 43.3333 | 51.6129 | 47.541 | 43.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0539 | 2.8564 | 1.2841 | 2.0578 | 3.3045 | 1.157 |
Largest Winning Trade | 323828 | 323828 | 55377 | 78398 | 78398 | 26949 |
Largest Losing Trade | -47284 | -47284 | -43372 | -43372 | -22081 | -43372 |
Avg Bars in Trades | 82 | 111 | 53 | 82 | 111 | 53 |
Avg Bars in Winners | 100 | 138 | 69 | 100 | 138 | 69 |
Avg Bars in Losers | 65 | 91 | 35 | 65 | 91 | 35 |
Bars Traded | 5004 | 3351 | 1653 | 5004 | 3351 | 1653 |
Profit Streak | 104.3911 | 104.3911 | 367.7245 | 104.3911 | 104.3911 | 367.7245 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154416 | 310979 | -267608 | -304042 | -146731 | -345731 |
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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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