Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319311.2985 | 235672.0877 | 83639.2108 | 758209.7989 | 224465.0789 | 533744.72 |
Total P&L (%) | 319.3113 | 235.6721 | 83.6392 | 758.2098 | 224.4651 | 533.7447 |
Avg Daily Profit (%) | 0.1771 | 0.1307 | 0.0464 | 0.1193 | 0.0653 | 0.1024 |
Buy And Hold Return (%) | 75.9561 | 75.9561 | 75.9561 | 75.9561 | 75.9561 | 75.9561 |
Max Trade Drawdown | -101538 | -47204 | -68726 | -2790607 | -1424671 | -1486680 |
Profit Factor | 1.9668 | 2.3806 | 1.5242 | 1.1409 | 1.0757 | 1.2209 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 61.1765 | 67.4419 | 54.7619 | 61.1765 | 67.4419 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.2482 | 1.1493 | 1.2591 | 0.724 | 0.5193 | 1.0086 |
Largest Winning Trade | 48785 | 48785 | 32506 | 895125 | 565120 | 895125 |
Largest Losing Trade | -47204 | -47204 | -27044 | -1380388 | -1380388 | -911485 |
Avg Bars in Trades | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Winners | 65 | 61 | 70 | 65 | 61 | 70 |
Avg Bars in Losers | 54 | 52 | 55 | 54 | 52 | 55 |
Bars Traded | 5197 | 2516 | 2681 | 5197 | 2516 | 2681 |
Profit Streak | 0 | 0 | 700.1374 | 0 | 0 | 700.1374 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358664 | -15841 | -262203 | -98595 | -245511 | -54578 |
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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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