Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515898.3797 | 440583.6994 | 75314.6803 | 2959056.9248 | 2947752.6603 | 11304.2645 |
Total P&L (%) | 515.8984 | 440.5837 | 75.3147 | 2959.0569 | 2947.7527 | 11.3043 |
Avg Daily Profit (%) | 0.5894 | 0.5034 | 0.086 | 0.3916 | 0.3912 | 0.0122 |
Buy And Hold Return (%) | 476.4726 | 476.4726 | 476.4726 | 476.4726 | 476.4726 | 476.4726 |
Max Trade Drawdown | -52383 | -36268 | -41416 | -1935814 | -330722 | -1782222 |
Profit Factor | 3.7212 | 6.2553 | 1.7122 | 1.9462 | 3.9717 | 1.0053 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 57.1429 | 56.4103 | 57.8947 | 57.1429 | 56.4103 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.7909 | 4.8337 | 1.2452 | 1.4596 | 3.069 | 0.7311 |
Largest Winning Trade | 162839 | 162839 | 47940 | 1199373 | 1163022 | 1199373 |
Largest Losing Trade | -36300 | -19189 | -36300 | -1628226 | -280227 | -1628226 |
Avg Bars in Trades | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Winners | 52 | 62 | 43 | 52 | 62 | 43 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 3085 | 1721 | 1364 | 3085 | 1721 | 1364 |
Profit Streak | 11.5818 | 12.3318 | 0 | 11.5818 | 12.3318 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166254 | -145099 | -240681 | -32709 | 651823 | -557603 |
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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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