Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471707.5715 | 407070.5376 | 64637.0339 | -196670.3859 | 363449.709 | -560120.0949 |
Total P&L (%) | 471.7076 | 407.0705 | 64.637 | -196.6704 | 363.4497 | -560.1201 |
Avg Daily Profit (%) | 0.334 | 0.2882 | 0.0458 | 0 | 0.1086 | 0 |
Buy And Hold Return (%) | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 |
Max Trade Drawdown | -112571 | -58356 | -175620 | -1330639 | -237155 | -1190397 |
Profit Factor | 1.7336 | 2.9682 | 1.1482 | 0.9347 | 1.4477 | 0.7456 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 67 | 31 | 36 | 60 | 29 | 31 |
Losing Trades | 44 | 25 | 19 | 51 | 27 | 24 |
Profitability (%) | 60.3604 | 55.3571 | 65.4545 | 54.0541 | 51.7857 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.1385 | 2.3937 | 0.606 | 0.7945 | 1.3479 | 0.5773 |
Largest Winning Trade | 82119 | 82119 | 47565 | 248272 | 232580 | 248272 |
Largest Losing Trade | -103664 | -39084 | -103664 | -1165237 | -122410 | -1165237 |
Avg Bars in Trades | 24 | 18 | 29 | 24 | 18 | 29 |
Avg Bars in Winners | 22 | 16 | 28 | 25 | 19 | 31 |
Avg Bars in Losers | 26 | 21 | 32 | 22 | 17 | 28 |
Bars Traded | 2698 | 1049 | 1649 | 2698 | 1049 | 1649 |
Profit Streak | 481.191 | 481.191 | 496.691 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463961 | -165932 | -533560 | -579679 | -228468 | -759730 |
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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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