Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455167.2631 | 370749.882 | 84417.3811 | 2258935.264 | 1804291.5359 | 454643.728 |
Total P&L (%) | 455.1673 | 370.7499 | 84.4174 | 2258.9353 | 1804.2915 | 454.6437 |
Avg Daily Profit (%) | 0.5112 | 0.4164 | 0.0948 | 0.3556 | 0.3315 | 0.1926 |
Buy And Hold Return (%) | 388.5143 | 388.5143 | 388.5143 | 388.5143 | 388.5143 | 388.5143 |
Max Trade Drawdown | -66798 | -39836 | -93698 | -1112608 | -128065 | -985468 |
Profit Factor | 2.4015 | 4.8331 | 1.3702 | 2.045 | 5.1364 | 1.2635 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 64.8936 | 65.9574 | 63.8298 | 64.8936 | 65.9574 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.2992 | 2.4945 | 0.7764 | 1.1063 | 2.651 | 0.716 |
Largest Winning Trade | 67486 | 67486 | 34962 | 558494 | 558494 | 299691 |
Largest Losing Trade | -57876 | -23070 | -57876 | -931755 | -128065 | -931755 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 28 | 24 | 33 | 28 | 24 | 33 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 2438 | 1093 | 1345 | 2438 | 1093 | 1345 |
Profit Streak | 54.3051 | 54.3051 | 70.6384 | 54.3051 | 54.3051 | 70.6384 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94390 | -145223 | -229787 | 562386 | 677465 | -103542 |
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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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