Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540437.6052 | 458395.9611 | 82041.6442 | 1393671.7194 | 1043902.3531 | 349769.3664 |
Total P&L (%) | 540.4376 | 458.396 | 82.0416 | 1393.6717 | 1043.9024 | 349.7694 |
Avg Daily Profit (%) | 0.2947 | 0.25 | 0.0447 | 0.1476 | 0.133 | 0.082 |
Buy And Hold Return (%) | 204.9337 | 204.9337 | 204.9337 | 204.9337 | 204.9337 | 204.9337 |
Max Trade Drawdown | -66493 | -63591 | -62495 | -558889 | -236264 | -390309 |
Profit Factor | 2.2306 | 3.3483 | 1.3363 | 1.6059 | 1.9703 | 1.2857 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.6854 | 48.8889 | 54.5455 | 51.6854 | 48.8889 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0851 | 3.5005 | 1.1136 | 1.5011 | 2.0598 | 1.0714 |
Largest Winning Trade | 235694 | 235694 | 42133 | 395974 | 314334 | 395974 |
Largest Losing Trade | -50573 | -50573 | -37982 | -245410 | -202701 | -245410 |
Avg Bars in Trades | 117 | 110 | 125 | 117 | 110 | 125 |
Avg Bars in Winners | 165 | 164 | 166 | 165 | 164 | 166 |
Avg Bars in Losers | 67 | 59 | 75 | 67 | 59 | 75 |
Bars Traded | 10491 | 4988 | 5503 | 10491 | 4988 | 5503 |
Profit Streak | 80.4627 | 95.1294 | 0 | 80.4627 | 95.1294 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384225 | 336006 | -297974 | 298139 | -12400 | -91631 |
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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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