Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561183.7864 | 433527.9867 | 127655.7998 | 4165169.5403 | 2932760.1958 | 1232409.3444 |
Total P&L (%) | 561.1838 | 433.528 | 127.6558 | 4165.1695 | 2932.7602 | 1232.4093 |
Avg Daily Profit (%) | 0.3036 | 0.2345 | 0.0691 | 0.2032 | 0.1848 | 0.1402 |
Buy And Hold Return (%) | 182.5845 | 182.5845 | 182.5845 | 182.5845 | 182.5845 | 182.5845 |
Max Trade Drawdown | -59726 | -60240 | -70187 | -650488 | -442794 | -629602 |
Profit Factor | 2.8223 | 3.8088 | 1.8311 | 2.2719 | 2.9266 | 1.7033 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 58.6667 | 60.5263 | 56.7568 | 58.6667 | 60.5263 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.9885 | 2.484 | 1.3951 | 1.6007 | 1.9087 | 1.2977 |
Largest Winning Trade | 118541 | 118541 | 56614 | 967529 | 598450 | 967529 |
Largest Losing Trade | -26443 | -26443 | -21050 | -629602 | -372441 | -629602 |
Avg Bars in Trades | 93 | 86 | 100 | 93 | 86 | 100 |
Avg Bars in Winners | 83 | 72 | 95 | 83 | 72 | 95 |
Avg Bars in Losers | 106 | 106 | 106 | 106 | 106 | 106 |
Bars Traded | 6987 | 3277 | 3709 | 6987 | 3277 | 3709 |
Profit Streak | 0 | 0 | 91.2964 | 0 | 0 | 91.2964 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48611 | 425601 | -261900 | -47485 | 535443 | -1279 |
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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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