Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371199.5048 | 311982.3054 | 59217.1993 | 426417.1408 | 155133.5318 | 271283.609 |
Total P&L (%) | 371.1995 | 311.9823 | 59.2172 | 426.4171 | 155.1335 | 271.2836 |
Avg Daily Profit (%) | 0.1782 | 0.1498 | 0.0284 | 0.0798 | 0.045 | 0.063 |
Buy And Hold Return (%) | 109.7456 | 109.7456 | 109.7456 | 109.7456 | 109.7456 | 109.7456 |
Max Trade Drawdown | -101776 | -96425 | -28405 | -515045 | -587550 | -50680 |
Profit Factor | 2.031 | 2.1513 | 1.665 | 1.3258 | 1.1373 | 2.514 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 58.4416 | 60.5263 | 56.4103 | 58.4416 | 60.5263 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.4443 | 1.403 | 1.2866 | 0.9428 | 0.7417 | 1.9426 |
Largest Winning Trade | 92981 | 92981 | 18795 | 284735 | 284735 | 86772 |
Largest Losing Trade | -55472 | -55472 | -21721 | -380593 | -380593 | -41195 |
Avg Bars in Trades | 311 | 592 | 38 | 311 | 592 | 38 |
Avg Bars in Winners | 199 | 354 | 38 | 199 | 354 | 38 |
Avg Bars in Losers | 469 | 956 | 40 | 469 | 956 | 40 |
Bars Traded | 24012 | 22497 | 1515 | 24012 | 22497 | 1515 |
Profit Streak | 136.0197 | 136.0197 | 245.7697 | 136.0197 | 136.0197 | 245.7697 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36141 | 310284 | -316803 | -133725 | -239131 | -105918 |
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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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