Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382462.0863 | 244659.8752 | 137802.211 | 1394947.3244 | 1140418.5294 | 254528.795 |
Total P&L (%) | 382.4621 | 244.6599 | 137.8022 | 1394.9473 | 1140.4185 | 254.5288 |
Avg Daily Profit (%) | 0.2102 | 0.1345 | 0.0757 | 0.1488 | 0.1385 | 0.0696 |
Buy And Hold Return (%) | 136.7998 | 136.7998 | 136.7998 | 136.7998 | 136.7998 | 136.7998 |
Max Trade Drawdown | -69527 | -91007 | -47809 | -683536 | -503998 | -687932 |
Profit Factor | 2.6627 | 2.5541 | 2.8983 | 1.8337 | 2.284 | 1.3242 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 81.25 | 83.3333 | 79.1667 | 81.25 | 83.3333 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.6145 | 0.5108 | 0.7627 | 0.4232 | 0.4568 | 0.3485 |
Largest Winning Trade | 27515 | 25207 | 27515 | 248022 | 248022 | 130051 |
Largest Losing Trade | -65785 | -65785 | -47442 | -683536 | -317800 | -683536 |
Avg Bars in Trades | 34 | 60 | 8 | 34 | 60 | 8 |
Avg Bars in Winners | 10 | 17 | 4 | 10 | 17 | 4 |
Avg Bars in Losers | 135 | 275 | 23 | 135 | 275 | 23 |
Bars Traded | 3289 | 2894 | 395 | 3289 | 2894 | 395 |
Profit Streak | 78.1289 | 87.1289 | 78.1289 | 78.1289 | 87.1289 | 78.1289 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456414 | -14464 | -247455 | 454314 | -907 | -104170 |
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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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