Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522253.3722 | 421045.4528 | 101207.9195 | 2386966.5192 | 2031523.9059 | 355442.6133 |
Total P&L (%) | 522.2534 | 421.0455 | 101.2079 | 2386.9665 | 2031.5239 | 355.4426 |
Avg Daily Profit (%) | 0.2839 | 0.2289 | 0.055 | 0.1749 | 0.1665 | 0.0825 |
Buy And Hold Return (%) | 159.5878 | 159.5878 | 159.5878 | 159.5878 | 159.5878 | 159.5878 |
Max Trade Drawdown | -81289 | -73090 | -59981 | -495876 | -369702 | -458232 |
Profit Factor | 2.3044 | 3.1651 | 1.4915 | 1.8781 | 2.8421 | 1.22 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 60.241 | 64.2857 | 56.0976 | 60.241 | 64.2857 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.5209 | 1.7584 | 1.1673 | 1.2395 | 1.5789 | 0.9548 |
Largest Winning Trade | 112343 | 112343 | 55425 | 538564 | 307711 | 538564 |
Largest Losing Trade | -49044 | -49044 | -26834 | -415166 | -284836 | -415166 |
Avg Bars in Trades | 42 | 37 | 46 | 42 | 37 | 46 |
Avg Bars in Winners | 43 | 34 | 54 | 43 | 34 | 54 |
Avg Bars in Losers | 39 | 42 | 37 | 39 | 42 | 37 |
Bars Traded | 3487 | 1571 | 1917 | 3487 | 1571 | 1917 |
Profit Streak | 81.8826 | 92.8826 | 81.8826 | 81.8826 | 92.8826 | 81.8826 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430846 | 496105 | -282587 | 430952 | 593026 | -88930 |
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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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