Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838227.1582 | 786116.0123 | 52111.1459 | 577617.3252 | 705328.025 | -127710.6998 |
Total P&L (%) | 838.2272 | 786.116 | 52.1111 | 577.6173 | 705.328 | -127.7107 |
Avg Daily Profit (%) | 0.4497 | 0.4217 | 0.028 | 0.1027 | 0.112 | 0 |
Buy And Hold Return (%) | 109.3363 | 109.3363 | 109.3363 | 109.3363 | 109.3363 | 109.3363 |
Max Trade Drawdown | -99067 | -57424 | -89743 | -1299034 | -685052 | -815451 |
Profit Factor | 2.2296 | 3.8423 | 1.1286 | 1.16 | 1.4747 | 0.9399 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 51.1278 | 44.7761 | 57.5758 | 51.1278 | 44.7761 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.1312 | 4.7389 | 0.8316 | 1.1088 | 1.8188 | 0.6926 |
Largest Winning Trade | 444079 | 444079 | 75920 | 493879 | 493879 | 328668 |
Largest Losing Trade | -85811 | -26716 | -85811 | -807377 | -382720 | -807377 |
Avg Bars in Trades | 81 | 78 | 85 | 81 | 78 | 85 |
Avg Bars in Winners | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 10904 | 5279 | 5625 | 10904 | 5279 | 5625 |
Profit Streak | 20.0325 | 20.0325 | 22.5325 | 20.0325 | 20.0325 | 22.5325 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591485 | -101046 | -524170 | -99117 | -159115 | -702934 |
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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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