Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617065.6484 | 584201.1431 | 32864.5053 | 516786.1754 | 1073678.4208 | -556892.2455 |
Total P&L (%) | 617.0656 | 584.2011 | 32.8645 | 516.7862 | 1073.6784 | -556.8922 |
Avg Daily Profit (%) | 0.2465 | 0.2334 | 0.0131 | 0.0727 | 0.0984 | 0 |
Buy And Hold Return (%) | 254.7156 | 254.7156 | 254.7156 | 254.7156 | 254.7156 | 254.7156 |
Max Trade Drawdown | -136979 | -64140 | -142563 | -755534 | -213738 | -858720 |
Profit Factor | 2.0828 | 3.219 | 1.1072 | 1.25 | 2.4379 | 0.5781 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 48.2353 | 47.619 | 48.8372 | 48.2353 | 47.619 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.2352 | 3.5409 | 1.1599 | 1.3415 | 2.6817 | 0.6057 |
Largest Winning Trade | 349729 | 349729 | 34087 | 472966 | 472966 | 139388 |
Largest Losing Trade | -68156 | -40321 | -68156 | -589655 | -112861 | -589655 |
Avg Bars in Trades | 171 | 163 | 179 | 171 | 163 | 179 |
Avg Bars in Winners | 228 | 216 | 240 | 228 | 216 | 240 |
Avg Bars in Losers | 118 | 115 | 120 | 118 | 115 | 120 |
Bars Traded | 14580 | 6872 | 7708 | 14580 | 6872 | 7708 |
Profit Streak | 86.1454 | 178.1454 | 86.1454 | 86.1454 | 178.1454 | 86.1454 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317705 | 346722 | -443538 | -101867 | -58452 | -580621 |
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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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