Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480115.5207 | 432043.8684 | 48071.6523 | 689011.2437 | 539819.3461 | 149191.8976 |
Total P&L (%) | 480.1155 | 432.0439 | 48.0717 | 689.0112 | 539.8193 | 149.1919 |
Avg Daily Profit (%) | 0.2607 | 0.2346 | 0.0261 | 0.1122 | 0.1008 | 0.0496 |
Buy And Hold Return (%) | 131.5865 | 131.5865 | 131.5865 | 131.5865 | 131.5865 | 131.5865 |
Max Trade Drawdown | -112321 | -135543 | -48003 | -360042 | -421208 | -327290 |
Profit Factor | 1.7585 | 2.2638 | 1.1651 | 1.3397 | 1.493 | 1.1598 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 54.0323 | 56.4516 | 51.6129 | 54.0323 | 56.4516 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4961 | 1.7463 | 1.0923 | 1.1397 | 1.1517 | 1.0873 |
Largest Winning Trade | 221205 | 221205 | 48135 | 330517 | 157197 | 330517 |
Largest Losing Trade | -42018 | -42018 | -32691 | -182411 | -174970 | -182411 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 3410 | 1880 | 1530 | 3410 | 1880 | 1530 |
Profit Streak | 41.1824 | 41.1824 | 51.6824 | 41.1824 | 41.1824 | 51.6824 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358031 | -143427 | -515783 | -41478 | -211600 | -448677 |
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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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