Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310864.3926 | 248963.6931 | 61900.6994 | 167964.9174 | 362761.2506 | -194796.3332 |
Total P&L (%) | 310.8644 | 248.9637 | 61.9007 | 167.9649 | 362.7613 | -194.7963 |
Avg Daily Profit (%) | 0.2545 | 0.2038 | 0.0507 | 0.0807 | 0.1255 | 0 |
Buy And Hold Return (%) | 28.8142 | 28.8142 | 28.8142 | 28.8142 | 28.8142 | 28.8142 |
Max Trade Drawdown | -186477 | -153891 | -78247 | -2243385 | -1951707 | -949133 |
Profit Factor | 1.6517 | 1.9751 | 1.2792 | 1.0353 | 1.1313 | 0.9025 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.0253 | 62.5 | 61.5385 | 62.0253 | 62.5 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.0112 | 1.1851 | 0.7995 | 0.6338 | 0.6788 | 0.5641 |
Largest Winning Trade | 113504 | 113504 | 34749 | 989423 | 989423 | 242755 |
Largest Losing Trade | -64041 | -32603 | -64041 | -693067 | -590527 | -693067 |
Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Winners | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Losers | 49 | 52 | 45 | 49 | 52 | 45 |
Bars Traded | 3513 | 1985 | 1528 | 3513 | 1985 | 1528 |
Profit Streak | 74.4034 | 96.07 | 74.4034 | 74.4034 | 96.07 | 74.4034 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17865 | 478857 | -130357 | -297289 | -100225 | -578296 |
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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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