Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414695.2689 | 322003.2007 | 92692.0682 | 1011098.0356 | 754566.1264 | 256531.9092 |
Total P&L (%) | 414.6953 | 322.0032 | 92.6921 | 1011.098 | 754.5661 | 256.5319 |
Avg Daily Profit (%) | 0.224 | 0.174 | 0.0501 | 0.1302 | 0.116 | 0.0687 |
Buy And Hold Return (%) | 51.8408 | 51.8408 | 51.8408 | 51.8408 | 51.8408 | 51.8408 |
Max Trade Drawdown | -168696 | -118251 | -83481 | -522114 | -200010 | -372476 |
Profit Factor | 2.1384 | 3.0333 | 1.4501 | 2.1744 | 3.9647 | 1.423 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 59.2105 | 60.5263 | 57.8947 | 59.2105 | 60.5263 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4731 | 1.9782 | 1.0546 | 1.4979 | 2.5857 | 1.0349 |
Largest Winning Trade | 113934 | 113934 | 54957 | 302800 | 281909 | 302800 |
Largest Losing Trade | -57583 | -28962 | -57583 | -328695 | -70123 | -328695 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 42 | 29 | 56 | 42 | 29 | 56 |
Avg Bars in Losers | 52 | 59 | 46 | 52 | 59 | 46 |
Bars Traded | 3554 | 1567 | 1987 | 3554 | 1567 | 1987 |
Profit Streak | 25.7888 | 0 | 113.7888 | 25.7888 | 0 | 113.7888 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40980 | 505605 | -131343 | -67563 | -29345 | -99751 |
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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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