Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609868.1106 | 558238.5631 | 51629.5476 | 192936.1967 | 129749.4468 | 63186.7499 |
Total P&L (%) | 609.8681 | 558.2386 | 51.6295 | 192.9362 | 129.7494 | 63.1868 |
Avg Daily Profit (%) | 0.3354 | 0.307 | 0.0284 | 0.0591 | 0.0458 | 0.0269 |
Buy And Hold Return (%) | 119.0329 | 119.0329 | 119.0329 | 119.0329 | 119.0329 | 119.0329 |
Max Trade Drawdown | -105650 | -93168 | -111962 | -1073722 | -1054125 | -1157708 |
Profit Factor | 1.8275 | 2.5333 | 1.1384 | 1.041 | 1.0491 | 1.0307 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 53.7037 | 46.2963 | 61.1111 | 53.7037 | 46.2963 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.5754 | 2.9387 | 0.7245 | 0.8974 | 1.217 | 0.6559 |
Largest Winning Trade | 396575 | 396575 | 56123 | 473989 | 398301 | 473989 |
Largest Losing Trade | -60629 | -44525 | -60629 | -454335 | -454335 | -344654 |
Avg Bars in Trades | 47 | 54 | 40 | 47 | 54 | 40 |
Avg Bars in Winners | 43 | 49 | 38 | 43 | 49 | 38 |
Avg Bars in Losers | 52 | 59 | 42 | 52 | 59 | 42 |
Bars Traded | 5112 | 2946 | 2166 | 5112 | 2946 | 2166 |
Profit Streak | 11.4901 | 0 | 16.1567 | 11.4901 | 0 | 16.1567 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461184 | -169322 | -568687 | -299047 | -617546 | -689178 |
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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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