Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474586.8797 | 399592.5678 | 74994.3119 | 1299107.0552 | 1614240.3061 | -315133.2508 |
Total P&L (%) | 474.5869 | 399.5926 | 74.9943 | 1299.1071 | 1614.2403 | -315.1333 |
Avg Daily Profit (%) | 0.2526 | 0.2127 | 0.0399 | 0.1405 | 0.1513 | 0 |
Buy And Hold Return (%) | 146.5841 | 146.5841 | 146.5841 | 146.5841 | 146.5841 | 146.5841 |
Max Trade Drawdown | -121457 | -98378 | -55537 | -1108875 | -532563 | -1018924 |
Profit Factor | 2.059 | 2.8791 | 1.3184 | 1.3023 | 1.9216 | 0.8762 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 47.1264 | 41.8605 | 52.2727 | 47.1264 | 41.8605 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.3101 | 3.9988 | 1.2038 | 1.4612 | 2.6689 | 0.8 |
Largest Winning Trade | 142204 | 142204 | 41261 | 580023 | 437223 | 580023 |
Largest Losing Trade | -35155 | -24602 | -35155 | -416377 | -197991 | -416377 |
Avg Bars in Trades | 253 | 246 | 259 | 253 | 246 | 259 |
Avg Bars in Winners | 384 | 382 | 385 | 384 | 382 | 385 |
Avg Bars in Losers | 136 | 148 | 121 | 136 | 148 | 121 |
Bars Traded | 22024 | 10599 | 11425 | 22024 | 10599 | 11425 |
Profit Streak | 56.8408 | 0 | 72.7575 | 56.8408 | 0 | 72.7575 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315384 | 243249 | -304263 | -5270 | 293625 | -579867 |
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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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