Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333756.016 | 200316.8342 | 133439.1818 | 1305268.5988 | 802052.3873 | 503216.2116 |
Total P&L (%) | 333.756 | 200.3168 | 133.4392 | 1305.2686 | 802.0524 | 503.2162 |
Avg Daily Profit (%) | 0.2331 | 0.1399 | 0.0932 | 0.1848 | 0.1538 | 0.1256 |
Buy And Hold Return (%) | 14.4853 | 14.4853 | 14.4853 | 14.4853 | 14.4853 | 14.4853 |
Max Trade Drawdown | -61941 | -29032 | -61941 | -323941 | -134095 | -323941 |
Profit Factor | 3.9202 | 4.983 | 3.085 | 3.5178 | 5.2148 | 2.5336 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 9 | 5 | 4 | 9 | 5 | 4 |
Profitability (%) | 89.4118 | 88.0952 | 90.6977 | 89.4118 | 88.0952 | 90.6977 |
Ratio Avg Win / Avg Loss | 0.4642 | 0.6734 | 0.3164 | 0.4166 | 0.7047 | 0.2599 |
Largest Winning Trade | 39436 | 39436 | 22022 | 288472 | 288472 | 121485 |
Largest Losing Trade | -61941 | -29032 | -61941 | -323941 | -134095 | -323941 |
Avg Bars in Trades | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Winners | 25 | 18 | 31 | 25 | 18 | 31 |
Avg Bars in Losers | 173 | 232 | 101 | 173 | 232 | 101 |
Bars Traded | 3475 | 1851 | 1625 | 3475 | 1851 | 1625 |
Profit Streak | 92.6604 | 92.6604 | 528.3271 | 92.6604 | 92.6604 | 528.3271 |
Trades During Streak | 5 | 2 | 12 | 5 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 679744 | 159635 | -58958 | 669241 | 665846 | -16406 |
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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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