Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665413.8863 | 588850.2392 | 76563.6471 | 647419.822 | 1075517.5377 | -428097.7157 |
Total P&L (%) | 665.4139 | 588.8502 | 76.5636 | 647.4198 | 1075.5175 | -428.0977 |
Avg Daily Profit (%) | 0.2824 | 0.2499 | 0.0325 | 0.0854 | 0.1046 | 0 |
Buy And Hold Return (%) | 22.4184 | 22.4184 | 22.4184 | 22.4184 | 22.4184 | 22.4184 |
Max Trade Drawdown | -124465 | -89383 | -55475 | -2107681 | -1022806 | -1242176 |
Profit Factor | 2.0673 | 2.6246 | 1.2933 | 1.1152 | 1.3437 | 0.8281 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 58.3333 | 52.381 | 64.2857 | 58.3333 | 52.381 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.4766 | 2.386 | 0.7185 | 0.7966 | 1.2215 | 0.4601 |
Largest Winning Trade | 224167 | 224167 | 61114 | 839477 | 839477 | 432339 |
Largest Losing Trade | -53110 | -45218 | -53110 | -1141478 | -572180 | -1141478 |
Avg Bars in Trades | 52 | 59 | 45 | 52 | 59 | 45 |
Avg Bars in Winners | 57 | 76 | 41 | 57 | 76 | 41 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 4387 | 2496 | 1891 | 4387 | 2496 | 1891 |
Profit Streak | 10.9699 | 0 | 74.9699 | 10.9699 | 0 | 74.9699 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486268 | 497575 | -150991 | -172057 | -52181 | -577917 |
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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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