Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063599.4723 | 1054929.2209 | 8670.2514 | 575121.2556 | -105630.989 | 680752.2446 |
Total P&L (%) | 1063.5995 | 1054.9292 | 8.6703 | 575.1213 | -105.631 | 680.7522 |
Avg Daily Profit (%) | 0.5643 | 0.5597 | 0.0046 | 0.1014 | 0 | 0.1091 |
Buy And Hold Return (%) | 422.8967 | 422.8967 | 422.8967 | 422.8967 | 422.8967 | 422.8967 |
Max Trade Drawdown | -139710 | -120891 | -72338 | -2438423 | -2305473 | -940020 |
Profit Factor | 2.6381 | 4.3563 | 1.0259 | 1.0744 | 0.9739 | 1.1847 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 35.4545 | 30.9091 | 40 | 35.4545 | 30.9091 | 40 |
Ratio Avg Win / Avg Loss | 4.8027 | 9.7376 | 1.5388 | 1.956 | 2.1769 | 1.7771 |
Largest Winning Trade | 683745 | 683745 | 55997 | 1499088 | 1499088 | 1029007 |
Largest Losing Trade | -45711 | -24905 | -45711 | -557985 | -545581 | -557985 |
Avg Bars in Trades | 65 | 55 | 75 | 65 | 55 | 75 |
Avg Bars in Winners | 117 | 101 | 129 | 117 | 101 | 129 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 7172 | 3038 | 4135 | 7172 | 3038 | 4135 |
Profit Streak | 8.1833 | 18.9333 | 8.1833 | 8.1833 | 18.9333 | 8.1833 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302599 | -172354 | -726665 | -252804 | -765197 | -255896 |
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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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