Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289557.2024 | 174423.0916 | 115134.1108 | 589463.6158 | 286381.2543 | 303082.3615 |
Total P&L (%) | 289.5572 | 174.4231 | 115.1341 | 589.4636 | 286.3813 | 303.0824 |
Avg Daily Profit (%) | 0.2346 | 0.1413 | 0.0933 | 0.1565 | 0.1096 | 0.113 |
Buy And Hold Return (%) | 86.9091 | 86.9091 | 86.9091 | 86.9091 | 86.9091 | 86.9091 |
Max Trade Drawdown | -77068 | -51608 | -59587 | -423193 | -392851 | -163378 |
Profit Factor | 1.8439 | 1.9363 | 1.7341 | 1.5061 | 1.4173 | 1.6335 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 63.2184 | 62.7907 | 63.6364 | 63.2184 | 62.7907 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0728 | 1.1474 | 0.9909 | 0.8763 | 0.8399 | 0.9334 |
Largest Winning Trade | 43079 | 43079 | 25598 | 169468 | 169468 | 151292 |
Largest Losing Trade | -37949 | -37949 | -29769 | -322088 | -322088 | -163378 |
Avg Bars in Trades | 53 | 71 | 35 | 53 | 71 | 35 |
Avg Bars in Winners | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Losers | 84 | 115 | 53 | 84 | 115 | 53 |
Bars Traded | 4646 | 3078 | 1567 | 4646 | 3078 | 1567 |
Profit Streak | 4.1555 | 0 | 17.4055 | 4.1555 | 0 | 17.4055 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346909 | -6987 | -129791 | 336468 | -48745 | -41633 |
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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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