Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287125.0833 | 220137.5046 | 66987.5787 | 491817.9076 | 409027.0394 | 82790.8682 |
Total P&L (%) | 287.1251 | 220.1375 | 66.9876 | 491.8179 | 409.027 | 82.7909 |
Avg Daily Profit (%) | 0.2757 | 0.2113 | 0.0643 | 0.1708 | 0.1564 | 0.0579 |
Buy And Hold Return (%) | 48.6496 | 48.6496 | 48.6496 | 48.6496 | 48.6496 | 48.6496 |
Max Trade Drawdown | -57800 | -24797 | -52540 | -215212 | -87833 | -320631 |
Profit Factor | 1.8786 | 2.8057 | 1.327 | 1.5374 | 2.4728 | 1.1299 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 56.6265 | 56.0976 | 57.1429 | 56.6265 | 56.0976 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.439 | 2.1958 | 0.9952 | 1.1776 | 1.9353 | 0.8474 |
Largest Winning Trade | 85635 | 85635 | 44082 | 136927 | 117897 | 136927 |
Largest Losing Trade | -52540 | -20692 | -52540 | -151800 | -70604 | -151800 |
Avg Bars in Trades | 296 | 286 | 305 | 296 | 286 | 305 |
Avg Bars in Winners | 317 | 328 | 307 | 317 | 328 | 307 |
Avg Bars in Losers | 268 | 232 | 303 | 268 | 232 | 303 |
Bars Traded | 24580 | 11739 | 12840 | 24580 | 11739 | 12840 |
Profit Streak | 25.8776 | 25.8776 | 42.2943 | 25.8776 | 25.8776 | 42.2943 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397308 | 456688 | -155027 | 358278 | 479846 | -201837 |
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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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