Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001206.4934 | 926960.0247 | 74246.4687 | 579811.7208 | 553408.4296 | 26403.2912 |
Total P&L (%) | 1001.2065 | 926.96 | 74.2465 | 579.8117 | 553.4084 | 26.4033 |
Avg Daily Profit (%) | 0.5369 | 0.4971 | 0.0398 | 0.1028 | 0.1007 | 0.0126 |
Buy And Hold Return (%) | 32.1831 | 32.1831 | 32.1831 | 32.1831 | 32.1831 | 32.1831 |
Max Trade Drawdown | -100868 | -119772 | -88938 | -1106616 | -993202 | -547349 |
Profit Factor | 2.5199 | 4.258 | 1.1984 | 1.1649 | 1.3482 | 1.0137 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 54.7368 | 45.8333 | 63.8298 | 54.7368 | 45.8333 | 63.8298 |
Ratio Avg Win / Avg Loss | 2.0838 | 5.0322 | 0.6791 | 0.9632 | 1.5933 | 0.5744 |
Largest Winning Trade | 763508 | 763508 | 64811 | 483553 | 483553 | 243273 |
Largest Losing Trade | -58971 | -34705 | -58971 | -547349 | -442820 | -547349 |
Avg Bars in Trades | 75 | 67 | 83 | 75 | 67 | 83 |
Avg Bars in Winners | 86 | 78 | 92 | 86 | 78 | 92 |
Avg Bars in Losers | 62 | 57 | 68 | 62 | 57 | 68 |
Bars Traded | 7175 | 3230 | 3945 | 7175 | 3230 | 3945 |
Profit Streak | 32.0983 | 32.0983 | 81.3483 | 32.0983 | 32.0983 | 81.3483 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 633084 | 606123 | -145664 | -94262 | -57612 | -546120 |
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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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