Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455382.7452 | 279999.8662 | 175382.879 | 2949228.1675 | 2563533.8336 | 385694.334 |
Total P&L (%) | 455.3827 | 279.9999 | 175.3829 | 2949.2282 | 2563.5338 | 385.6943 |
Avg Daily Profit (%) | 0.2507 | 0.1541 | 0.0966 | 0.1883 | 0.1809 | 0.087 |
Buy And Hold Return (%) | 210.8002 | 210.8002 | 210.8002 | 210.8002 | 210.8002 | 210.8002 |
Max Trade Drawdown | -100723 | -103026 | -53140 | -1309250 | -531394 | -1305079 |
Profit Factor | 2.8252 | 2.7177 | 3.0277 | 2.1654 | 3.6158 | 1.2487 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 87.069 | 87.931 | 86.2069 | 87.069 | 87.931 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.4196 | 0.373 | 0.4844 | 0.3216 | 0.4963 | 0.1998 |
Largest Winning Trade | 24827 | 24827 | 21107 | 443790 | 443790 | 246776 |
Largest Losing Trade | -62604 | -62604 | -53140 | -1305079 | -531394 | -1305079 |
Avg Bars in Trades | 28 | 46 | 10 | 28 | 46 | 10 |
Avg Bars in Winners | 9 | 12 | 6 | 9 | 12 | 6 |
Avg Bars in Losers | 156 | 294 | 36 | 156 | 294 | 36 |
Bars Traded | 3293 | 2696 | 597 | 3293 | 2696 | 597 |
Profit Streak | 74.0793 | 147.5793 | 74.0793 | 74.0793 | 147.5793 | 74.0793 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425168 | -227841 | -400756 | 584676 | -161952 | -260583 |
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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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