Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542022.0712 | 436044.562 | 105977.5093 | 2898805.1814 | 810182.4675 | 2088622.7138 |
Total P&L (%) | 542.0221 | 436.0446 | 105.9775 | 2898.8052 | 810.1825 | 2088.6227 |
Avg Daily Profit (%) | 0.2168 | 0.1744 | 0.0424 | 0.1361 | 0.0884 | 0.1235 |
Buy And Hold Return (%) | 200.9273 | 200.9273 | 200.9273 | 200.9273 | 200.9273 | 200.9273 |
Max Trade Drawdown | -92393 | -89187 | -34434 | -3719460 | -4353284 | -784784 |
Profit Factor | 2.1096 | 2.2829 | 1.7131 | 1.2513 | 1.0894 | 1.8462 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Losing Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Profitability (%) | 60.8392 | 67.6056 | 54.1667 | 60.8392 | 67.6056 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.3579 | 1.0939 | 1.4496 | 0.8055 | 0.522 | 1.5622 |
Largest Winning Trade | 59333 | 59333 | 21130 | 1229679 | 1229679 | 854162 |
Largest Losing Trade | -57269 | -57269 | -13850 | -2308306 | -2308306 | -299203 |
Avg Bars in Trades | 67 | 123 | 12 | 67 | 123 | 12 |
Avg Bars in Winners | 46 | 73 | 12 | 46 | 73 | 12 |
Avg Bars in Losers | 99 | 225 | 12 | 99 | 225 | 12 |
Bars Traded | 9640 | 8740 | 900 | 9640 | 8740 | 900 |
Profit Streak | 44.8616 | 0 | 46.8616 | 44.8616 | 0 | 46.8616 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361473 | -79515 | -377730 | -10431 | -285035 | -102008 |
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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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