Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892174.9593 | 767473.3792 | 124701.58 | 1137555.4672 | 821442.4644 | 316113.0028 |
Total P&L (%) | 892.175 | 767.4734 | 124.7016 | 1137.5555 | 821.4425 | 316.113 |
Avg Daily Profit (%) | 0.4755 | 0.409 | 0.0665 | 0.1342 | 0.1184 | 0.076 |
Buy And Hold Return (%) | 96.2148 | 96.2148 | 96.2148 | 96.2148 | 96.2148 | 96.2148 |
Max Trade Drawdown | -285439 | -173642 | -139055 | -1647052 | -989715 | -760479 |
Profit Factor | 2.1522 | 2.6212 | 1.4144 | 1.3724 | 1.4553 | 1.2529 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 51.7986 | 42.8571 | 60.8696 | 51.7986 | 42.8571 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.0027 | 3.4949 | 0.9092 | 1.2771 | 1.9404 | 0.8054 |
Largest Winning Trade | 375910 | 375910 | 40792 | 375910 | 375910 | 158908 |
Largest Losing Trade | -57851 | -53604 | -57851 | -661366 | -661366 | -352932 |
Avg Bars in Trades | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Winners | 51 | 57 | 47 | 51 | 57 | 47 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 5330 | 2694 | 2636 | 5330 | 2694 | 2636 |
Profit Streak | 18.7132 | 18.7132 | 51.0465 | 18.7132 | 18.7132 | 51.0465 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581510 | -81851 | -278024 | -11306 | -129017 | -195460 |
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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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