Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401530.0689 | 313479.6567 | 88050.4122 | 207094.9919 | 140344.2475 | 66750.7444 |
Total P&L (%) | 401.5301 | 313.4797 | 88.0504 | 207.095 | 140.3442 | 66.7507 |
Avg Daily Profit (%) | 0.3227 | 0.2519 | 0.0708 | 0.0902 | 0.0705 | 0.0411 |
Buy And Hold Return (%) | 121.4364 | 121.4364 | 121.4364 | 121.4364 | 121.4364 | 121.4364 |
Max Trade Drawdown | -114777 | -51356 | -114777 | -110483 | -110483 | -82451 |
Profit Factor | 1.8305 | 3.3128 | 1.2531 | 1.533 | 1.931 | 1.2807 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 83 | 41 | 42 | 75 | 37 | 38 |
Losing Trades | 15 | 8 | 7 | 23 | 12 | 11 |
Profitability (%) | 84.6939 | 83.6735 | 85.7143 | 76.5306 | 75.5102 | 77.551 |
Ratio Avg Win / Avg Loss | 0.3308 | 0.6464 | 0.2088 | 0.4701 | 0.6263 | 0.3707 |
Largest Winning Trade | 37054 | 26392 | 37054 | 46371 | 29667 | 46371 |
Largest Losing Trade | -114777 | -51356 | -114777 | -112399 | -110483 | -112399 |
Avg Bars in Trades | 48 | 59 | 36 | 48 | 59 | 36 |
Avg Bars in Winners | 30 | 40 | 20 | 29 | 32 | 27 |
Avg Bars in Losers | 145 | 153 | 136 | 107 | 141 | 69 |
Bars Traded | 4706 | 2906 | 1800 | 4706 | 2906 | 1800 |
Profit Streak | 45.8628 | 162.3628 | 45.8628 | 45.8628 | 162.3628 | 45.8628 |
Trades During Streak | 9 | 10 | 4 | 9 | 10 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470297 | 505311 | -260066 | -75901 | -210293 | -300320 |
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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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