Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745846.6919 | 679890.1633 | 65956.5285 | 995445.8267 | 674299.2491 | 321146.5776 |
Total P&L (%) | 745.8467 | 679.8902 | 65.9565 | 995.4458 | 674.2992 | 321.1466 |
Avg Daily Profit (%) | 0.4048 | 0.369 | 0.0358 | 0.13 | 0.1111 | 0.0781 |
Buy And Hold Return (%) | 193.1541 | 193.1541 | 193.1541 | 193.1541 | 193.1541 | 193.1541 |
Max Trade Drawdown | -208138 | -161419 | -56749 | -1098767 | -860355 | -310908 |
Profit Factor | 3.304 | 4.6829 | 1.4741 | 1.67 | 1.7338 | 1.5666 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 3.9394 | 5.7636 | 1.7009 | 1.9912 | 2.134 | 1.8076 |
Largest Winning Trade | 590993 | 590993 | 46981 | 568351 | 568351 | 254524 |
Largest Losing Trade | -37613 | -37613 | -22569 | -290334 | -290334 | -207062 |
Avg Bars in Trades | 61 | 69 | 53 | 61 | 69 | 53 |
Avg Bars in Winners | 91 | 108 | 74 | 91 | 108 | 74 |
Avg Bars in Losers | 36 | 38 | 35 | 36 | 38 | 35 |
Bars Traded | 3524 | 2016 | 1508 | 3524 | 2016 | 1508 |
Profit Streak | 369.6251 | 443.1251 | 369.6251 | 369.6251 | 443.1251 | 369.6251 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166065 | 492680 | -330075 | -196944 | -44289 | -116512 |
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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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