Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473965.1747 | 347431.4657 | 126533.709 | 2165919.6075 | 1349708.9012 | 816210.7063 |
Total P&L (%) | 473.9652 | 347.4315 | 126.5337 | 2165.9196 | 1349.7089 | 816.2107 |
Avg Daily Profit (%) | 0.2756 | 0.202 | 0.0736 | 0.1816 | 0.1556 | 0.1289 |
Buy And Hold Return (%) | 69.2662 | 69.2662 | 69.2662 | 69.2662 | 69.2662 | 69.2662 |
Max Trade Drawdown | -53037 | -43545 | -31696 | -1457832 | -1108913 | -744359 |
Profit Factor | 2.397 | 2.7266 | 1.9166 | 1.3287 | 1.3406 | 1.3108 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 54.7945 | 61.1111 | 48.6486 | 54.7945 | 61.1111 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.9776 | 1.7351 | 2.0231 | 1.0962 | 0.8531 | 1.3836 |
Largest Winning Trade | 124961 | 124961 | 50671 | 614389 | 606899 | 614389 |
Largest Losing Trade | -30245 | -30245 | -17890 | -697780 | -697780 | -429685 |
Avg Bars in Trades | 43 | 56 | 30 | 43 | 56 | 30 |
Avg Bars in Winners | 60 | 71 | 48 | 60 | 71 | 48 |
Avg Bars in Losers | 22 | 33 | 13 | 22 | 33 | 13 |
Bars Traded | 3167 | 2035 | 1132 | 3167 | 2035 | 1132 |
Profit Streak | 0 | 112.4324 | 0 | 0 | 112.4324 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62649 | 515128 | -99642 | -67238 | 328119 | -20938 |
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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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