Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591689.183 | 433439.0876 | 158250.0954 | 2226225.0597 | 257271.6578 | 1968953.402 |
Total P&L (%) | 591.6892 | 433.4391 | 158.2501 | 2226.2251 | 257.2717 | 1968.9534 |
Avg Daily Profit (%) | 0.3185 | 0.2333 | 0.0852 | 0.1695 | 0.0686 | 0.1632 |
Buy And Hold Return (%) | 89.9127 | 89.9127 | 89.9127 | 89.9127 | 89.9127 | 89.9127 |
Max Trade Drawdown | -70316 | -83123 | -60832 | -1395897 | -1528297 | -1015045 |
Profit Factor | 2.1469 | 2.7909 | 1.5778 | 1.2734 | 1.0623 | 1.4902 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 55.3398 | 50 | 60.7843 | 55.3398 | 50 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.7326 | 2.7909 | 1.018 | 1.0276 | 1.0623 | 0.9614 |
Largest Winning Trade | 181146 | 181146 | 48591 | 699360 | 699360 | 629261 |
Largest Losing Trade | -49812 | -29049 | -49812 | -714220 | -474668 | -714220 |
Avg Bars in Trades | 34 | 21 | 46 | 34 | 21 | 46 |
Avg Bars in Winners | 36 | 18 | 51 | 36 | 18 | 51 |
Avg Bars in Losers | 30 | 24 | 38 | 30 | 24 | 38 |
Bars Traded | 3506 | 1126 | 2380 | 3506 | 1126 | 2380 |
Profit Streak | 10.2707 | 10.2707 | 10.7707 | 10.2707 | 10.2707 | 10.7707 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537165 | -167381 | -263961 | 351549 | -435704 | -170708 |
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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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