Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734054.9148 | 656522.748 | 77532.1668 | 1952620.3784 | 1592515.5013 | 360104.877 |
Total P&L (%) | 734.0549 | 656.5227 | 77.5322 | 1952.6204 | 1592.5155 | 360.1049 |
Avg Daily Profit (%) | 0.2935 | 0.2625 | 0.031 | 0.1209 | 0.1132 | 0.061 |
Buy And Hold Return (%) | 249.5755 | 249.5755 | 249.5755 | 249.5755 | 249.5755 | 249.5755 |
Max Trade Drawdown | -157069 | -72297 | -106546 | -3144369 | -2036778 | -2068108 |
Profit Factor | 2.5305 | 4.3617 | 1.2727 | 1.3323 | 1.5366 | 1.1238 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 49.4949 | 46 | 53.0612 | 49.4949 | 46 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.5822 | 5.1202 | 1.1259 | 1.3595 | 1.8038 | 0.9941 |
Largest Winning Trade | 343923 | 343923 | 53569 | 2199002 | 2199002 | 854496 |
Largest Losing Trade | -51949 | -21444 | -51949 | -972823 | -783802 | -972823 |
Avg Bars in Trades | 47 | 43 | 52 | 47 | 43 | 52 |
Avg Bars in Winners | 69 | 60 | 77 | 69 | 60 | 77 |
Avg Bars in Losers | 27 | 29 | 23 | 27 | 29 | 23 |
Bars Traded | 4746 | 2193 | 2553 | 4746 | 2193 | 2553 |
Profit Streak | 0 | 0 | 101.5336 | 0 | 0 | 101.5336 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380336 | -169151 | -316280 | -30850 | -220878 | -224356 |
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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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