Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763772.1899 | 729181.2269 | 34590.963 | -684317.3019 | -271871.436 | -412445.8659 |
Total P&L (%) | 763.7722 | 729.1812 | 34.591 | -684.3173 | -271.8714 | -412.4459 |
Avg Daily Profit (%) | 0.4091 | 0.3905 | 0.0185 | 0 | 0 | 0 |
Buy And Hold Return (%) | 308.7585 | 308.7585 | 308.7585 | 308.7585 | 308.7585 | 308.7585 |
Max Trade Drawdown | -110897 | -112365 | -126153 | -1423319 | -687922 | -889598 |
Profit Factor | 2.0764 | 2.9019 | 1.106 | 0.8128 | 0.8675 | 0.7427 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 24 | 28 | 62 | 33 | 29 |
Losing Trades | 60 | 32 | 28 | 50 | 23 | 27 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 55.3571 | 58.9286 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.3958 | 3.8692 | 1.106 | 0.6554 | 0.6046 | 0.6915 |
Largest Winning Trade | 240343 | 240343 | 59550 | 229623 | 170141 | 229623 |
Largest Losing Trade | -110897 | -31458 | -110897 | -495574 | -495574 | -427089 |
Avg Bars in Trades | 98 | 83 | 113 | 98 | 83 | 113 |
Avg Bars in Winners | 124 | 109 | 136 | 75 | 56 | 96 |
Avg Bars in Losers | 76 | 64 | 89 | 127 | 123 | 131 |
Bars Traded | 11030 | 4695 | 6335 | 11030 | 4695 | 6335 |
Profit Streak | 0 | 0 | 0 | 25.992 | 33.492 | 25.992 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322196 | -172104 | -617812 | -578766 | -759134 | -760059 |
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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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