Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774595.8921 | 739451.5374 | 35144.3547 | 759991.6844 | 212069.5393 | 547922.1451 |
Total P&L (%) | 774.5959 | 739.4515 | 35.1444 | 759.9917 | 212.0695 | 547.9221 |
Avg Daily Profit (%) | 0.4113 | 0.3926 | 0.0187 | 0.1143 | 0.0604 | 0.0993 |
Buy And Hold Return (%) | 289.5851 | 289.5851 | 289.5851 | 289.5851 | 289.5851 | 289.5851 |
Max Trade Drawdown | -91301 | -103677 | -112467 | -730290 | -822478 | -466016 |
Profit Factor | 2.1558 | 3.194 | 1.1055 | 1.1761 | 1.0863 | 1.2946 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 43.6364 | 38.1818 | 49.0909 | 43.6364 | 38.1818 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.7846 | 5.1713 | 1.1464 | 1.5191 | 1.7588 | 1.3425 |
Largest Winning Trade | 415621 | 415621 | 56644 | 691064 | 691064 | 433134 |
Largest Losing Trade | -49381 | -21275 | -49381 | -289281 | -169057 | -289281 |
Avg Bars in Trades | 67 | 61 | 72 | 67 | 61 | 72 |
Avg Bars in Winners | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
Bars Traded | 7371 | 3401 | 3970 | 7371 | 3401 | 3970 |
Profit Streak | 30.8818 | 42.1318 | 0 | 30.8818 | 42.1318 | 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 | 320486 | -171819 | -618594 | -70783 | -586531 | -247994 |
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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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