Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726339.2585 | 674989.8601 | 51349.3984 | 594719.123 | 421877.8137 | 172841.3093 |
Total P&L (%) | 726.3393 | 674.9899 | 51.3494 | 594.7191 | 421.8778 | 172.8413 |
Avg Daily Profit (%) | 0.3951 | 0.3671 | 0.0279 | 0.1055 | 0.0899 | 0.0546 |
Buy And Hold Return (%) | 129.6428 | 129.6428 | 129.6428 | 129.6428 | 129.6428 | 129.6428 |
Max Trade Drawdown | -86065 | -61153 | -43925 | -246054 | -217460 | -132537 |
Profit Factor | 2.4056 | 3.4829 | 1.2097 | 1.5175 | 1.6018 | 1.3857 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.5322 | 3.6662 | 1.2733 | 1.5974 | 1.6861 | 1.4586 |
Largest Winning Trade | 487980 | 487980 | 38346 | 287304 | 287304 | 83885 |
Largest Losing Trade | -64146 | -41781 | -64146 | -171164 | -171164 | -82618 |
Avg Bars in Trades | 44 | 53 | 34 | 44 | 53 | 34 |
Avg Bars in Winners | 62 | 71 | 53 | 62 | 71 | 53 |
Avg Bars in Losers | 27 | 37 | 17 | 27 | 37 | 17 |
Bars Traded | 3460 | 2105 | 1356 | 3460 | 2105 | 1356 |
Profit Streak | 18.0226 | 153.5226 | 0 | 18.0226 | 153.5226 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25355 | 570128 | -322290 | -89629 | -71874 | -181976 |
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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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