Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559720.9338 | 493082.1982 | 66638.7357 | 1319760.656 | 887941.6663 | 431818.9897 |
Total P&L (%) | 559.7209 | 493.0822 | 66.6387 | 1319.7607 | 887.9417 | 431.819 |
Avg Daily Profit (%) | 1.0747 | 0.9467 | 0.1279 | 0.5107 | 0.4407 | 0.3214 |
Buy And Hold Return (%) | 262.418 | 262.418 | 262.418 | 262.418 | 262.418 | 262.418 |
Max Trade Drawdown | -33838 | -28279 | -21997 | -213457 | -168737 | -145189 |
Profit Factor | 3.5315 | 5.708 | 1.5726 | 2.0797 | 2.4282 | 1.719 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 42.4 | 34.9206 | 50 | 42.4 | 34.9206 | 50 |
Ratio Avg Win / Avg Loss | 4.7975 | 10.6376 | 1.5726 | 2.8253 | 4.5252 | 1.719 |
Largest Winning Trade | 409236 | 409236 | 18832 | 540549 | 540549 | 118421 |
Largest Losing Trade | -21997 | -8558 | -21997 | -124992 | -73402 | -124992 |
Avg Bars in Trades | 194 | 124 | 265 | 194 | 124 | 265 |
Avg Bars in Winners | 317 | 218 | 387 | 317 | 218 | 387 |
Avg Bars in Losers | 104 | 74 | 143 | 104 | 74 | 143 |
Bars Traded | 24332 | 7868 | 16464 | 24332 | 7868 | 16464 |
Profit Streak | 16.7015 | 16.7015 | 17.9307 | 16.7015 | 16.7015 | 17.9307 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431830 | -139323 | -339310 | 403522 | -140866 | -151519 |
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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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