Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585240.3861 | 510132.5548 | 75107.8313 | 1252089.3257 | 1336130.4621 | -84041.1365 |
Total P&L (%) | 585.2404 | 510.1326 | 75.1078 | 1252.0893 | 1336.1305 | -84.0411 |
Avg Daily Profit (%) | 0.3113 | 0.2713 | 0.04 | 0.1386 | 0.1418 | -0.0976 |
Buy And Hold Return (%) | 180.472 | 180.472 | 180.472 | 180.472 | 180.472 | 180.472 |
Max Trade Drawdown | -104821 | -86725 | -49198 | -1709765 | -1085504 | -1022321 |
Profit Factor | 1.9449 | 2.1891 | 1.3946 | 1.218 | 1.3641 | 0.9595 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 51.7241 | 45.8333 | 57.5342 | 51.7241 | 45.8333 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.8152 | 2.5871 | 1.0293 | 1.1368 | 1.6121 | 0.7082 |
Largest Winning Trade | 286175 | 286175 | 26525 | 829180 | 829180 | 239333 |
Largest Losing Trade | -38943 | -38943 | -30354 | -712787 | -299124 | -712787 |
Avg Bars in Trades | 37 | 69 | 5 | 37 | 69 | 5 |
Avg Bars in Winners | 42 | 89 | 5 | 42 | 89 | 5 |
Avg Bars in Losers | 31 | 52 | 6 | 31 | 52 | 6 |
Bars Traded | 5433 | 5005 | 428 | 5433 | 5005 | 428 |
Profit Streak | 241.6828 | 245.3495 | 241.6828 | 241.6828 | 245.3495 | 241.6828 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423798 | -70559 | -374108 | -6038 | -81801 | -650231 |
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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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