Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415946.8085 | 347061.7187 | 68885.0898 | 2031840.8982 | 1762026.1147 | 269814.7835 |
Total P&L (%) | 415.9468 | 347.0617 | 68.8851 | 2031.8409 | 1762.0261 | 269.8148 |
Avg Daily Profit (%) | 0.4682 | 0.3907 | 0.0775 | 0.345 | 0.3297 | 0.1473 |
Buy And Hold Return (%) | 431.0631 | 431.0631 | 431.0631 | 431.0631 | 431.0631 | 431.0631 |
Max Trade Drawdown | -46932 | -35465 | -102166 | -457312 | -397814 | -755668 |
Profit Factor | 1.9394 | 2.8083 | 1.2746 | 1.6561 | 2.2544 | 1.1595 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 60.1626 | 59.6774 | 60.6557 | 60.1626 | 59.6774 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.2842 | 1.8975 | 0.8268 | 1.0966 | 1.5233 | 0.7521 |
Largest Winning Trade | 53044 | 53044 | 30398 | 515837 | 515837 | 205067 |
Largest Losing Trade | -23191 | -18235 | -23191 | -257173 | -212211 | -257173 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 2464 | 1234 | 1230 | 2464 | 1234 | 1230 |
Profit Streak | 16.8317 | 16.8317 | 23.4984 | 16.8317 | 16.8317 | 23.4984 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150302 | -303242 | -416405 | 457355 | -140782 | -368402 |
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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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