Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410632.1494 | 315154.876 | 95477.2734 | 1827485.8849 | 1297265.8349 | 530220.05 |
Total P&L (%) | 410.6321 | 315.1549 | 95.4773 | 1827.4859 | 1297.2658 | 530.2201 |
Avg Daily Profit (%) | 0.2238 | 0.1718 | 0.052 | 0.1614 | 0.1438 | 0.1004 |
Buy And Hold Return (%) | 101.4369 | 101.4369 | 101.4369 | 101.4369 | 101.4369 | 101.4369 |
Max Trade Drawdown | -75281 | -64007 | -33215 | -543642 | -478556 | -183492 |
Profit Factor | 2.4783 | 3.0482 | 1.7706 | 2.0284 | 2.2297 | 1.7342 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 64.6154 | 66.6667 | 62.5 | 64.6154 | 66.6667 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3572 | 1.5241 | 1.0624 | 1.1108 | 1.1149 | 1.0405 |
Largest Winning Trade | 57514 | 57514 | 56133 | 442181 | 390099 | 442181 |
Largest Losing Trade | -37126 | -37126 | -20277 | -340879 | -340879 | -183492 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 72 | 58 | 87 | 72 | 58 | 87 |
Avg Bars in Losers | 95 | 106 | 85 | 95 | 106 | 85 |
Bars Traded | 5242 | 2469 | 2773 | 5242 | 2469 | 2773 |
Profit Streak | 0 | 0 | 78.3955 | 0 | 0 | 78.3955 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124847 | 443608 | -284397 | -123653 | 167996 | -54990 |
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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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