Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734583.3828 | 680741.1655 | 53842.2173 | 881912.2161 | 1344140.8736 | -462228.6575 |
Total P&L (%) | 734.5834 | 680.7412 | 53.8422 | 881.9122 | 1344.1409 | -462.2287 |
Avg Daily Profit (%) | 0.2939 | 0.2724 | 0.0215 | 0.0914 | 0.1069 | 0 |
Buy And Hold Return (%) | 305.4285 | 305.4285 | 305.4285 | 305.4285 | 305.4285 | 305.4285 |
Max Trade Drawdown | -104306 | -58711 | -65223 | -1936391 | -850675 | -1226147 |
Profit Factor | 2.4115 | 3.8139 | 1.1933 | 1.1672 | 1.5794 | 0.8436 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.0864 | 48.7805 | 57.5 | 53.0864 | 48.7805 | 57.5 |
Ratio Avg Win / Avg Loss | 2.1311 | 4.0046 | 0.882 | 1.0315 | 1.6584 | 0.6235 |
Largest Winning Trade | 471738 | 471738 | 44756 | 1655030 | 1655030 | 525447 |
Largest Losing Trade | -65223 | -24291 | -65223 | -1226147 | -329197 | -1226147 |
Avg Bars in Trades | 180 | 169 | 192 | 180 | 169 | 192 |
Avg Bars in Winners | 237 | 247 | 229 | 237 | 247 | 229 |
Avg Bars in Losers | 116 | 95 | 142 | 116 | 95 | 142 |
Bars Traded | 14647 | 6954 | 7693 | 14647 | 6954 | 7693 |
Profit Streak | 0 | 0 | 76.3352 | 0 | 0 | 76.3352 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6630 | 352065 | -337425 | -126158 | -49262 | -578813 |
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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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