Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299443.0534 | 218333.3209 | 81109.7325 | 366639.5702 | 203108.9214 | 163530.6488 |
Total P&L (%) | 299.4431 | 218.3333 | 81.1097 | 366.6396 | 203.1089 | 163.5306 |
Avg Daily Profit (%) | 0.246 | 0.1794 | 0.0666 | 0.1266 | 0.0911 | 0.0796 |
Buy And Hold Return (%) | 34.6951 | 34.6951 | 34.6951 | 34.6951 | 34.6951 | 34.6951 |
Max Trade Drawdown | -66216 | -56952 | -61724 | -376739 | -315070 | -236629 |
Profit Factor | 1.7254 | 2.0464 | 1.3974 | 1.2496 | 1.2764 | 1.2228 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 50.5155 | 53.0612 | 47.9167 | 50.5155 | 53.0612 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.6902 | 1.8102 | 1.5189 | 1.2241 | 1.1291 | 1.3291 |
Largest Winning Trade | 75819 | 75819 | 38001 | 182317 | 143854 | 182317 |
Largest Losing Trade | -44865 | -18421 | -44865 | -223112 | -120059 | -223112 |
Avg Bars in Trades | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Winners | 44 | 37 | 52 | 44 | 37 | 52 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 3480 | 1637 | 1844 | 3480 | 1637 | 1844 |
Profit Streak | 19.385 | 31.385 | 19.385 | 19.385 | 31.385 | 19.385 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470915 | 461308 | -106978 | -22409 | -70164 | -88769 |
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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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