Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701083.4092 | 666398.0265 | 34685.3828 | 684348.9375 | 352122.8498 | 332226.0877 |
Total P&L (%) | 701.0834 | 666.398 | 34.6854 | 684.3489 | 352.1229 | 332.2261 |
Avg Daily Profit (%) | 0.2803 | 0.2665 | 0.0139 | 0.0824 | 0.0603 | 0.0585 |
Buy And Hold Return (%) | 213.8807 | 213.8807 | 213.8807 | 213.8807 | 213.8807 | 213.8807 |
Max Trade Drawdown | -188491 | -148786 | -56738 | -1284213 | -1012873 | -292164 |
Profit Factor | 2.2675 | 2.9004 | 1.1713 | 1.3084 | 1.2223 | 1.5229 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 62.069 | 53.4884 | 70.4545 | 62.069 | 53.4884 | 70.4545 |
Ratio Avg Win / Avg Loss | 1.3857 | 2.5221 | 0.4912 | 0.7996 | 1.0629 | 0.6387 |
Largest Winning Trade | 427250 | 427250 | 23893 | 556173 | 556173 | 200397 |
Largest Losing Trade | -49232 | -49232 | -42328 | -620660 | -620660 | -292164 |
Avg Bars in Trades | 82 | 137 | 28 | 82 | 137 | 28 |
Avg Bars in Winners | 54 | 93 | 26 | 54 | 93 | 26 |
Avg Bars in Losers | 128 | 188 | 34 | 128 | 188 | 34 |
Bars Traded | 7194 | 5924 | 1270 | 7194 | 5924 | 1270 |
Profit Streak | 127.6501 | 127.6501 | 139.6501 | 127.6501 | 127.6501 | 139.6501 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452113 | 453510 | -369495 | -83510 | -120521 | -120494 |
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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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