Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654687.0737 | 641159.4133 | 13527.6604 | 318313.1785 | 307431.0969 | 10882.0816 |
Total P&L (%) | 654.6871 | 641.1594 | 13.5277 | 318.3132 | 307.4311 | 10.8821 |
Avg Daily Profit (%) | 0.3482 | 0.341 | 0.0072 | 0.0761 | 0.0747 | 0.0055 |
Buy And Hold Return (%) | 207.0113 | 207.0113 | 207.0113 | 207.0113 | 207.0113 | 207.0113 |
Max Trade Drawdown | -105771 | -83547 | -52329 | -445413 | -397470 | -161734 |
Profit Factor | 2.3909 | 3.4939 | 1.0633 | 1.1811 | 1.2922 | 1.0154 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 50.9804 | 50.9804 | 50.9804 | 50.9804 | 50.9804 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.299 | 3.3595 | 1.0224 | 1.1357 | 1.2425 | 0.9764 |
Largest Winning Trade | 602180 | 602180 | 38661 | 487847 | 487847 | 140013 |
Largest Losing Trade | -25844 | -25844 | -21779 | -134997 | -134997 | -102012 |
Avg Bars in Trades | 52 | 54 | 49 | 52 | 54 | 49 |
Avg Bars in Winners | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Losers | 38 | 30 | 47 | 38 | 30 | 47 |
Bars Traded | 5313 | 2789 | 2524 | 5313 | 2789 | 2524 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406489 | -167026 | -679774 | -122126 | -287896 | -736407 |
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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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