Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434852.5581 | 313389.4236 | 121463.1344 | 1082217.5698 | -15432.6112 | 1097650.181 |
Total P&L (%) | 434.8526 | 313.3894 | 121.4631 | 1082.2176 | -15.4326 | 1097.6502 |
Avg Daily Profit (%) | 0.3478 | 0.2506 | 0.0971 | 0.1977 | -0.0134 | 0.1988 |
Buy And Hold Return (%) | 57.7095 | 57.7095 | 57.7095 | 57.7095 | 57.7095 | 57.7095 |
Max Trade Drawdown | -110245 | -63137 | -71984 | -1590499 | -1254149 | -781114 |
Profit Factor | 1.7355 | 1.9378 | 1.4725 | 1.1808 | 0.996 | 1.5153 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 52.5926 | 51.4706 | 53.7313 | 52.5926 | 51.4706 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.5644 | 1.8271 | 1.268 | 1.0644 | 0.9391 | 1.3048 |
Largest Winning Trade | 110434 | 110434 | 25696 | 440399 | 440399 | 430465 |
Largest Losing Trade | -47416 | -35049 | -47416 | -597650 | -597650 | -479473 |
Avg Bars in Trades | 26 | 35 | 16 | 26 | 35 | 16 |
Avg Bars in Winners | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Losers | 24 | 37 | 11 | 24 | 37 | 11 |
Bars Traded | 3524 | 2442 | 1082 | 3524 | 2442 | 1082 |
Profit Streak | 18.361 | 18.361 | 30.0277 | 18.361 | 18.361 | 30.0277 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511612 | -97739 | -182749 | -11601 | -689204 | -104990 |
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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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