Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648765.5558 | 497416.5242 | 151349.0316 | 2558281.9692 | 1056799.2608 | 1501482.7084 |
Total P&L (%) | 648.7656 | 497.4165 | 151.349 | 2558.282 | 1056.7993 | 1501.4827 |
Avg Daily Profit (%) | 0.3798 | 0.2912 | 0.0886 | 0.1922 | 0.1434 | 0.1625 |
Buy And Hold Return (%) | 27.0974 | 27.0974 | 27.0974 | 27.0974 | 27.0974 | 27.0974 |
Max Trade Drawdown | -109455 | -88712 | -46760 | -1031029 | -907614 | -522360 |
Profit Factor | 2.6003 | 3.0004 | 1.9656 | 1.4847 | 1.3194 | 1.7623 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 36.5217 | 28.0702 | 44.8276 | 36.5217 | 28.0702 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.5196 | 7.6886 | 2.4192 | 2.5805 | 3.381 | 2.169 |
Largest Winning Trade | 298009 | 298009 | 64427 | 733373 | 733373 | 632191 |
Largest Losing Trade | -24705 | -24705 | -22908 | -407762 | -407762 | -278153 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 54 | 66 | 46 | 54 | 66 | 46 |
Avg Bars in Losers | 11 | 13 | 10 | 11 | 13 | 10 |
Bars Traded | 3163 | 1617 | 1546 | 3163 | 1617 | 1546 |
Profit Streak | 47.3418 | 0 | 48.8418 | 47.3418 | 0 | 48.8418 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375656 | -182207 | -253092 | 223064 | -196158 | -170167 |
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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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