Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613357.3856 | 609917.9854 | 3439.4002 | 494088.0016 | 374279.3388 | 119808.6628 |
Total P&L (%) | 613.3574 | 609.918 | 3.4394 | 494.088 | 374.2793 | 119.8087 |
Avg Daily Profit (%) | 0.2944 | 0.2928 | 0.0017 | 0.0856 | 0.0747 | 0.0378 |
Buy And Hold Return (%) | 247.1109 | 247.1109 | 247.1109 | 247.1109 | 247.1109 | 247.1109 |
Max Trade Drawdown | -65899 | -80212 | -121496 | -89617 | -89617 | -94562 |
Profit Factor | 1.9898 | 3.4652 | 1.0092 | 1.7431 | 2.1074 | 1.3665 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 46.2963 | 48.1481 | 44.4444 | 46.2963 | 48.1481 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3081 | 3.7318 | 1.2615 | 2.022 | 2.2695 | 1.7081 |
Largest Winning Trade | 373256 | 373256 | 68930 | 241374 | 241374 | 103067 |
Largest Losing Trade | -55091 | -26331 | -55091 | -89617 | -89617 | -37234 |
Avg Bars in Trades | 227 | 209 | 246 | 227 | 209 | 246 |
Avg Bars in Winners | 312 | 271 | 357 | 312 | 271 | 357 |
Avg Bars in Losers | 154 | 151 | 157 | 154 | 151 | 157 |
Bars Traded | 24608 | 11308 | 13300 | 24608 | 11308 | 13300 |
Profit Streak | 15.5061 | 15.5061 | 56.3394 | 15.5061 | 15.5061 | 56.3394 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319256 | -168502 | -747982 | -82388 | -279455 | -487803 |
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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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