Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623934.5471 | 594801.8436 | 29132.7034 | 693876.7824 | 557976.0922 | 135900.6902 |
Total P&L (%) | 623.9345 | 594.8018 | 29.1327 | 693.8768 | 557.9761 | 135.9007 |
Avg Daily Profit (%) | 0.599 | 0.571 | 0.028 | 0.1991 | 0.181 | 0.0824 |
Buy And Hold Return (%) | 361.0021 | 361.0021 | 361.0021 | 361.0021 | 361.0021 | 361.0021 |
Max Trade Drawdown | -64335 | -66167 | -22305 | -394074 | -424822 | -58460 |
Profit Factor | 2.9573 | 3.1815 | 1.6318 | 1.6989 | 1.6462 | 2.0513 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 47 | 30 | 17 | 47 | 30 | 17 |
Profitability (%) | 52.5253 | 38.7755 | 66 | 52.5253 | 38.7755 | 66 |
Ratio Avg Win / Avg Loss | 2.6729 | 5.0234 | 0.8406 | 1.5356 | 2.5993 | 1.0567 |
Largest Winning Trade | 510740 | 510740 | 8386 | 639565 | 639565 | 49888 |
Largest Losing Trade | -28544 | -28544 | -8480 | -244816 | -244816 | -21666 |
Avg Bars in Trades | 247 | 474 | 25 | 247 | 474 | 25 |
Avg Bars in Winners | 224 | 574 | 23 | 224 | 574 | 23 |
Avg Bars in Losers | 272 | 410 | 28 | 272 | 410 | 28 |
Bars Traded | 24483 | 23232 | 1251 | 24483 | 23232 | 1251 |
Profit Streak | 13.7772 | 0 | 120.1522 | 13.7772 | 0 | 120.1522 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345079 | 136161 | -497299 | 181112 | -3193 | -422212 |
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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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