Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518596.3647 | 390062.2333 | 128534.1315 | 718367.5399 | 614517.8659 | 103849.6741 |
Total P&L (%) | 518.5964 | 390.0622 | 128.5341 | 718.3675 | 614.5179 | 103.8497 |
Avg Daily Profit (%) | 0.217 | 0.1632 | 0.0538 | 0.088 | 0.0823 | 0.0298 |
Buy And Hold Return (%) | 116.2268 | 116.2268 | 116.2268 | 116.2268 | 116.2268 | 116.2268 |
Max Trade Drawdown | -145380 | -144855 | -101484 | -788267 | -632361 | -325716 |
Profit Factor | 1.6879 | 2.1437 | 1.3114 | 1.3154 | 1.5574 | 1.0884 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 53.4483 | 56.8966 | 50 | 53.4483 | 56.8966 | 50 |
Ratio Avg Win / Avg Loss | 1.4701 | 1.6241 | 1.3114 | 1.1457 | 1.1799 | 1.0884 |
Largest Winning Trade | 84011 | 84011 | 56101 | 277544 | 277544 | 116442 |
Largest Losing Trade | -53051 | -44770 | -53051 | -275600 | -275600 | -166089 |
Avg Bars in Trades | 59 | 62 | 55 | 59 | 62 | 55 |
Avg Bars in Winners | 62 | 61 | 62 | 62 | 61 | 62 |
Avg Bars in Losers | 55 | 64 | 48 | 55 | 64 | 48 |
Bars Traded | 6874 | 3646 | 3228 | 6874 | 3646 | 3228 |
Profit Streak | 32.2766 | 48.9433 | 32.2766 | 32.2766 | 48.9433 | 32.2766 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384000 | -169581 | -433295 | -73223 | -260296 | -621682 |
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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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