Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448201.765 | 417123.685 | 31078.08 | 605427.686 | 420309.5319 | 185118.1541 |
Total P&L (%) | 448.2018 | 417.1237 | 31.0781 | 605.4277 | 420.3095 | 185.1182 |
Avg Daily Profit (%) | 0.8606 | 0.8009 | 0.0597 | 0.3758 | 0.3172 | 0.2014 |
Buy And Hold Return (%) | 273.6007 | 273.6007 | 273.6007 | 273.6007 | 273.6007 | 273.6007 |
Max Trade Drawdown | -54272 | -31222 | -23049 | -92550 | -98922 | -23225 |
Profit Factor | 3.2714 | 3.9885 | 1.5382 | 2.2003 | 2.1023 | 2.5043 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 44.7059 | 37.2093 | 52.381 | 44.7059 | 37.2093 | 52.381 |
Ratio Avg Win / Avg Loss | 4.0462 | 6.7307 | 1.3983 | 2.7215 | 3.5476 | 2.2766 |
Largest Winning Trade | 366929 | 366929 | 10806 | 289658 | 289658 | 39825 |
Largest Losing Trade | -11056 | -11056 | -6583 | -60402 | -60402 | -22808 |
Avg Bars in Trades | 287 | 279 | 295 | 287 | 279 | 295 |
Avg Bars in Winners | 414 | 440 | 395 | 414 | 440 | 395 |
Avg Bars in Losers | 184 | 183 | 184 | 184 | 183 | 184 |
Bars Traded | 24398 | 12003 | 12394 | 24398 | 12003 | 12394 |
Profit Streak | 17.2177 | 41.926 | 17.2177 | 17.2177 | 41.926 | 17.2177 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317957 | 204358 | -277132 | 264049 | -1429 | -153019 |
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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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