Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869903.8828 | 765223.3633 | 104680.5195 | 3921778.0519 | 2349053.7969 | 1572724.2549 |
Total P&L (%) | 869.9039 | 765.2234 | 104.6805 | 3921.7781 | 2349.0538 | 1572.7243 |
Avg Daily Profit (%) | 0.4778 | 0.4203 | 0.0575 | 0.2031 | 0.1758 | 0.1548 |
Buy And Hold Return (%) | 250.5915 | 250.5915 | 250.5915 | 250.5915 | 250.5915 | 250.5915 |
Max Trade Drawdown | -129305 | -67366 | -77933 | -2486091 | -2333057 | -1198821 |
Profit Factor | 2.403 | 3.2551 | 1.3729 | 1.3766 | 1.4112 | 1.3346 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 43.1373 | 39.2157 | 47.0588 | 43.1373 | 39.2157 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.1676 | 5.0454 | 1.5446 | 1.8146 | 2.1874 | 1.5014 |
Largest Winning Trade | 321034 | 321034 | 75959 | 2659275 | 2659275 | 1428584 |
Largest Losing Trade | -38269 | -38269 | -28797 | -1030911 | -861620 | -1030911 |
Avg Bars in Trades | 103 | 100 | 106 | 103 | 100 | 106 |
Avg Bars in Winners | 159 | 169 | 151 | 159 | 169 | 151 |
Avg Bars in Losers | 61 | 56 | 66 | 61 | 56 | 66 |
Bars Traded | 10559 | 5142 | 5417 | 10559 | 5142 | 5417 |
Profit Streak | 28.416 | 47.916 | 28.416 | 28.416 | 47.916 | 28.416 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409150 | -170180 | -460947 | 316623 | -173554 | -172083 |
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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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