Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598013.4477 | 519752.5035 | 78260.9442 | 455104.5602 | 109646.1104 | 345458.4498 |
Total P&L (%) | 598.0134 | 519.7525 | 78.2609 | 455.1046 | 109.6461 | 345.4585 |
Avg Daily Profit (%) | 0.3189 | 0.2772 | 0.0417 | 0.0914 | 0.0395 | 0.0797 |
Buy And Hold Return (%) | 11.0605 | 11.0605 | 11.0605 | 11.0605 | 11.0605 | 11.0605 |
Max Trade Drawdown | -75421 | -90818 | -33642 | -477816 | -513658 | -147498 |
Profit Factor | 2.532 | 3.1695 | 1.519 | 1.2046 | 1.076 | 1.4424 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 46.0784 | 49.0196 | 43.1373 | 46.0784 | 49.0196 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.963 | 3.2963 | 2.0024 | 1.4097 | 1.119 | 1.9013 |
Largest Winning Trade | 527030 | 527030 | 54613 | 431809 | 431809 | 255861 |
Largest Losing Trade | -41233 | -41233 | -19985 | -205603 | -205603 | -124543 |
Avg Bars in Trades | 70 | 56 | 84 | 70 | 56 | 84 |
Avg Bars in Winners | 112 | 81 | 148 | 112 | 81 | 148 |
Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
Bars Traded | 7202 | 2898 | 4304 | 7202 | 2898 | 4304 |
Profit Streak | 0 | 12.5279 | 0 | 0 | 12.5279 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454582 | -164598 | -317351 | -72636 | -456468 | -267201 |
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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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