Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849010.6034 | 805444.9906 | 43565.6129 | 714152.3066 | 608447.0192 | 105705.2874 |
Total P&L (%) | 849.0106 | 805.445 | 43.5656 | 714.1523 | 608.447 | 105.7053 |
Avg Daily Profit (%) | 0.463 | 0.4393 | 0.0238 | 0.1144 | 0.1068 | 0.0393 |
Buy And Hold Return (%) | 163.8808 | 163.8808 | 163.8808 | 163.8808 | 163.8808 | 163.8808 |
Max Trade Drawdown | -172725 | -147664 | -79872 | -692523 | -594291 | -192539 |
Profit Factor | 2.8039 | 4.264 | 1.1946 | 1.4548 | 1.6788 | 1.1569 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 39.1304 | 35.2941 | 42.8571 | 39.1304 | 35.2941 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.3617 | 7.8173 | 1.5928 | 2.263 | 3.0777 | 1.5425 |
Largest Winning Trade | 681629 | 681629 | 47179 | 666843 | 666843 | 199071 |
Largest Losing Trade | -43136 | -26129 | -43136 | -185707 | -185707 | -136451 |
Avg Bars in Trades | 156 | 209 | 105 | 156 | 209 | 105 |
Avg Bars in Winners | 237 | 344 | 152 | 237 | 344 | 152 |
Avg Bars in Losers | 104 | 135 | 69 | 104 | 135 | 69 |
Bars Traded | 10792 | 7111 | 3681 | 10792 | 7111 | 3681 |
Profit Streak | 154.5341 | 169.0341 | 154.5341 | 154.5341 | 169.0341 | 154.5341 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95116 | 387844 | -334478 | -149126 | -54399 | -355193 |
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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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