Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884061.333 | 800933.395 | 83127.9379 | 2350411.2662 | 1669020.3325 | 681390.9337 |
Total P&L (%) | 884.0613 | 800.9334 | 83.1279 | 2350.4113 | 1669.0203 | 681.3909 |
Avg Daily Profit (%) | 0.3517 | 0.3187 | 0.0331 | 0.1273 | 0.1144 | 0.0818 |
Buy And Hold Return (%) | 293.4372 | 293.4372 | 293.4372 | 293.4372 | 293.4372 | 293.4372 |
Max Trade Drawdown | -88584 | -76959 | -65639 | -1005432 | -711334 | -570074 |
Profit Factor | 2.5141 | 4.0058 | 1.2619 | 1.5066 | 1.7561 | 1.2802 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 52.5253 | 48 | 57.1429 | 52.5253 | 48 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.2724 | 4.3396 | 0.9464 | 1.3618 | 1.9025 | 0.9601 |
Largest Winning Trade | 494242 | 494242 | 42075 | 738716 | 738716 | 599295 |
Largest Losing Trade | -50414 | -32130 | -50414 | -474887 | -466776 | -474887 |
Avg Bars in Trades | 96 | 92 | 100 | 96 | 92 | 100 |
Avg Bars in Winners | 123 | 127 | 119 | 123 | 127 | 119 |
Avg Bars in Losers | 66 | 60 | 74 | 66 | 60 | 74 |
Bars Traded | 9539 | 4623 | 4916 | 9539 | 4623 | 4916 |
Profit Streak | 0 | 0 | 89.5557 | 0 | 0 | 89.5557 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418255 | -168066 | -314721 | -20656 | -218275 | -88150 |
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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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