Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449985.7873 | 408753.1255 | 41232.6618 | 574568.3062 | 539304.0629 | 35264.2433 |
Total P&L (%) | 449.9858 | 408.7531 | 41.2327 | 574.5683 | 539.3041 | 35.2642 |
Avg Daily Profit (%) | 0.2394 | 0.2175 | 0.0219 | 0.1016 | 0.0987 | 0.0161 |
Buy And Hold Return (%) | 161.438 | 161.438 | 161.438 | 161.438 | 161.438 | 161.438 |
Max Trade Drawdown | -86522 | -57280 | -85072 | -781577 | -535334 | -619989 |
Profit Factor | 1.9977 | 2.7844 | 1.1858 | 1.1916 | 1.3557 | 1.0238 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 52.5862 | 51.7241 | 53.4483 | 52.5862 | 51.7241 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.8012 | 2.5988 | 1.0328 | 1.0744 | 1.2653 | 0.8917 |
Largest Winning Trade | 276751 | 276751 | 51901 | 351903 | 351903 | 207271 |
Largest Losing Trade | -36562 | -36562 | -32316 | -428079 | -327816 | -428079 |
Avg Bars in Trades | 95 | 91 | 98 | 95 | 91 | 98 |
Avg Bars in Winners | 122 | 117 | 127 | 122 | 117 | 127 |
Avg Bars in Losers | 65 | 64 | 65 | 65 | 64 | 65 |
Bars Traded | 11047 | 5311 | 5736 | 11047 | 5311 | 5736 |
Profit Streak | 53.3932 | 53.3932 | 59.7265 | 53.3932 | 53.3932 | 59.7265 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362953 | -169711 | -524554 | -67646 | -242380 | -712226 |
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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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