Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369494.6327 | 289483.2917 | 80011.341 | 862752.4224 | 352422.4881 | 510329.9343 |
Total P&L (%) | 369.4946 | 289.4833 | 80.0113 | 862.7524 | 352.4225 | 510.3299 |
Avg Daily Profit (%) | 0.205 | 0.1606 | 0.0444 | 0.1257 | 0.0838 | 0.1004 |
Buy And Hold Return (%) | 71.1608 | 71.1608 | 71.1608 | 71.1608 | 71.1608 | 71.1608 |
Max Trade Drawdown | -87090 | -48136 | -56502 | -405033 | -405229 | -217362 |
Profit Factor | 1.8711 | 2.458 | 1.3546 | 1.4571 | 1.3068 | 1.6907 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9355 | 1.229 | 0.6773 | 0.7285 | 0.6534 | 0.8454 |
Largest Winning Trade | 51290 | 51290 | 38321 | 256939 | 256939 | 168842 |
Largest Losing Trade | -42481 | -42481 | -41587 | -405033 | -405033 | -194439 |
Avg Bars in Trades | 102 | 99 | 106 | 102 | 99 | 106 |
Avg Bars in Winners | 105 | 113 | 96 | 105 | 113 | 96 |
Avg Bars in Losers | 98 | 71 | 125 | 98 | 71 | 125 |
Bars Traded | 10481 | 5059 | 5422 | 10481 | 5059 | 5422 |
Profit Streak | 0 | 0 | 700.4957 | 0 | 0 | 700.4957 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357920 | -169199 | -438495 | -22664 | -261904 | -234630 |
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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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