Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985213.3021 | 862227.7307 | 122985.5714 | 1324468.7194 | -92313.0562 | 1416781.7755 |
Total P&L (%) | 985.2133 | 862.2277 | 122.9856 | 1324.4687 | -92.3131 | 1416.7818 |
Avg Daily Profit (%) | 0.5065 | 0.4432 | 0.0632 | 0.1366 | -0.1318 | 0.1399 |
Buy And Hold Return (%) | 14.7541 | 14.7541 | 14.7541 | 14.7541 | 14.7541 | 14.7541 |
Max Trade Drawdown | -86884 | -78589 | -95742 | -698265 | -634853 | -551969 |
Profit Factor | 2.4309 | 3.4391 | 1.3671 | 1.3004 | 0.9615 | 1.7043 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 49 | 16 | 33 | 49 | 16 | 33 |
Losing Trades | 70 | 43 | 27 | 70 | 43 | 27 |
Profitability (%) | 41.1765 | 27.1186 | 55 | 41.1765 | 27.1186 | 55 |
Ratio Avg Win / Avg Loss | 3.4727 | 9.2426 | 1.1185 | 1.8577 | 2.584 | 1.3944 |
Largest Winning Trade | 584555 | 584555 | 51561 | 637363 | 637363 | 477625 |
Largest Losing Trade | -57272 | -26007 | -57272 | -353848 | -204424 | -353848 |
Avg Bars in Trades | 97 | 86 | 107 | 97 | 86 | 107 |
Avg Bars in Winners | 157 | 175 | 149 | 157 | 175 | 149 |
Avg Bars in Losers | 54 | 53 | 56 | 54 | 53 | 56 |
Bars Traded | 11548 | 5086 | 6462 | 11548 | 5086 | 6462 |
Profit Streak | 24.8622 | 0 | 38.8622 | 24.8622 | 0 | 38.8622 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457799 | -180741 | -276003 | -11571 | -775435 | -171754 |
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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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