Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607623.1626 | 544606.0881 | 63017.0745 | 105642.6036 | 287420.7784 | -181778.1749 |
Total P&L (%) | 607.6232 | 544.6061 | 63.0171 | 105.6426 | 287.4208 | -181.7782 |
Avg Daily Profit (%) | 0.3558 | 0.3189 | 0.0369 | 0.0422 | 0.0793 | 0 |
Buy And Hold Return (%) | 82.3843 | 82.3843 | 82.3843 | 82.3843 | 82.3843 | 82.3843 |
Max Trade Drawdown | -101806 | -62884 | -77246 | -813376 | -366623 | -600835 |
Profit Factor | 2.2388 | 3.7477 | 1.2156 | 1.0518 | 1.3272 | 0.8432 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 50.4425 | 46.4286 | 54.386 | 50.4425 | 46.4286 | 54.386 |
Ratio Avg Win / Avg Loss | 2.1995 | 4.3243 | 1.0195 | 1.0334 | 1.5314 | 0.7072 |
Largest Winning Trade | 324323 | 324323 | 45552 | 278093 | 278093 | 196467 |
Largest Losing Trade | -91438 | -38873 | -91438 | -419967 | -146190 | -419967 |
Avg Bars in Trades | 57 | 66 | 47 | 57 | 66 | 47 |
Avg Bars in Winners | 67 | 64 | 69 | 67 | 64 | 69 |
Avg Bars in Losers | 47 | 68 | 22 | 47 | 68 | 22 |
Bars Traded | 6464 | 3741 | 2723 | 6464 | 3741 | 2723 |
Profit Streak | 10.843 | 42.343 | 10.843 | 10.843 | 42.343 | 10.843 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542995 | -164350 | -488656 | -376498 | -268360 | -759620 |
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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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