Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477001.8276 | 372250.5501 | 104751.2775 | 2318010.7823 | 1795215.1088 | 522795.6735 |
Total P&L (%) | 477.0018 | 372.2506 | 104.7513 | 2318.0108 | 1795.2151 | 522.7957 |
Avg Daily Profit (%) | 0.5401 | 0.4215 | 0.1186 | 0.3613 | 0.3336 | 0.2073 |
Buy And Hold Return (%) | 233.6542 | 233.6542 | 233.6542 | 233.6542 | 233.6542 | 233.6542 |
Max Trade Drawdown | -49301 | -47117 | -52918 | -1038153 | -982080 | -491962 |
Profit Factor | 2.4428 | 2.7443 | 1.8938 | 1.7075 | 1.8133 | 1.4889 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.9775 | 2.4698 | 1.3773 | 1.3822 | 1.632 | 1.0829 |
Largest Winning Trade | 158767 | 158767 | 22089 | 769672 | 769672 | 335661 |
Largest Losing Trade | -30718 | -30718 | -22093 | -599298 | -599298 | -246841 |
Avg Bars in Trades | 183 | 275 | 90 | 183 | 275 | 90 |
Avg Bars in Winners | 215 | 334 | 107 | 215 | 334 | 107 |
Avg Bars in Losers | 143 | 210 | 67 | 143 | 210 | 67 |
Bars Traded | 20870 | 15709 | 5161 | 20870 | 15709 | 5161 |
Profit Streak | 9.9999 | 0 | 10.2082 | 9.9999 | 0 | 10.2082 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367870 | -174564 | -376342 | 474828 | -167094 | -174340 |
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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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