Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513434.2025 | 414864.9347 | 98569.2678 | 1464871.8809 | 1016962.6881 | 447909.1927 |
Total P&L (%) | 513.4342 | 414.8649 | 98.5693 | 1464.8719 | 1016.9627 | 447.9092 |
Avg Daily Profit (%) | 0.4122 | 0.3331 | 0.0791 | 0.2211 | 0.1939 | 0.1367 |
Buy And Hold Return (%) | 14.9126 | 14.9126 | 14.9126 | 14.9126 | 14.9126 | 14.9126 |
Max Trade Drawdown | -119375 | -82442 | -65499 | -2116889 | -1410189 | -706699 |
Profit Factor | 2.1774 | 2.8245 | 1.4724 | 1.3058 | 1.3697 | 1.2196 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 54.4304 | 51.2821 | 57.5 | 54.4304 | 51.2821 | 57.5 |
Ratio Avg Win / Avg Loss | 1.823 | 2.6832 | 1.0883 | 1.0932 | 1.3013 | 0.9014 |
Largest Winning Trade | 211996 | 211996 | 34841 | 934236 | 934236 | 293467 |
Largest Losing Trade | -36100 | -36100 | -26754 | -522529 | -522529 | -493324 |
Avg Bars in Trades | 90 | 115 | 67 | 90 | 115 | 67 |
Avg Bars in Winners | 88 | 113 | 67 | 88 | 113 | 67 |
Avg Bars in Losers | 92 | 116 | 66 | 92 | 116 | 66 |
Bars Traded | 7171 | 4486 | 2685 | 7171 | 4486 | 2685 |
Profit Streak | 16.357 | 0 | 80.357 | 16.357 | 0 | 80.357 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16133 | 516121 | -84041 | -21790 | 312580 | -10299 |
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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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