Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859752.6409 | 845115.0057 | 14637.6352 | 435167.2592 | 408563.304 | 26603.9552 |
Total P&L (%) | 859.7526 | 845.115 | 14.6376 | 435.1673 | 408.5633 | 26.604 |
Avg Daily Profit (%) | 0.4689 | 0.4609 | 0.008 | 0.0915 | 0.0887 | 0.0129 |
Buy And Hold Return (%) | 165.8529 | 165.8529 | 165.8529 | 165.8529 | 165.8529 | 165.8529 |
Max Trade Drawdown | -114274 | -86212 | -56855 | -285137 | -299994 | -235567 |
Profit Factor | 2.6787 | 4.5107 | 1.0539 | 1.2981 | 1.6167 | 1.0334 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.7502 | 6.315 | 1.4755 | 1.8173 | 2.2634 | 1.4467 |
Largest Winning Trade | 746414 | 746414 | 57430 | 341525 | 341525 | 264178 |
Largest Losing Trade | -38343 | -26434 | -38343 | -141309 | -93745 | -141309 |
Avg Bars in Trades | 148 | 147 | 149 | 148 | 147 | 149 |
Avg Bars in Winners | 244 | 256 | 232 | 244 | 256 | 232 |
Avg Bars in Losers | 79 | 69 | 90 | 79 | 69 | 90 |
Bars Traded | 10688 | 5302 | 5386 | 10688 | 5302 | 5386 |
Profit Streak | 79.0268 | 172.8602 | 0 | 79.0268 | 172.8602 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72225 | 523668 | -512387 | -159502 | -77117 | -528499 |
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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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