Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610496.6992 | 488804.4866 | 121692.2127 | 1296053.8759 | 859438.7643 | 436615.1116 |
Total P&L (%) | 610.4967 | 488.8045 | 121.6922 | 1296.0539 | 859.4388 | 436.6151 |
Avg Daily Profit (%) | 0.3296 | 0.2639 | 0.0657 | 0.1424 | 0.1221 | 0.0907 |
Buy And Hold Return (%) | 25.6956 | 25.6956 | 25.6956 | 25.6956 | 25.6956 | 25.6956 |
Max Trade Drawdown | -125161 | -160991 | -84418 | -753857 | -775770 | -475362 |
Profit Factor | 2.0378 | 2.6634 | 1.4134 | 1.4838 | 1.6294 | 1.3324 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.936 | 2.5303 | 1.3427 | 1.4096 | 1.548 | 1.2658 |
Largest Winning Trade | 164452 | 164452 | 68392 | 400952 | 292654 | 400952 |
Largest Losing Trade | -43788 | -43788 | -41802 | -340485 | -340485 | -337127 |
Avg Bars in Trades | 41 | 53 | 29 | 41 | 53 | 29 |
Avg Bars in Winners | 42 | 48 | 36 | 42 | 48 | 36 |
Avg Bars in Losers | 40 | 59 | 21 | 40 | 59 | 21 |
Bars Traded | 3221 | 2089 | 1132 | 3221 | 2089 | 1132 |
Profit Streak | 264.5677 | 264.5677 | 370.0677 | 264.5677 | 264.5677 | 370.0677 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24242 | 504843 | -104164 | -38565 | -25681 | -69699 |
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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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