Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733356.0491 | 680297.5906 | 53058.4585 | 869852.0647 | 590355.3117 | 279496.753 |
Total P&L (%) | 733.356 | 680.2976 | 53.0585 | 869.8521 | 590.3553 | 279.4968 |
Avg Daily Profit (%) | 0.3991 | 0.3703 | 0.0289 | 0.1237 | 0.1052 | 0.0726 |
Buy And Hold Return (%) | 98.0894 | 98.0894 | 98.0894 | 98.0894 | 98.0894 | 98.0894 |
Max Trade Drawdown | -114687 | -98799 | -78014 | -299704 | -309440 | -211469 |
Profit Factor | 2.4647 | 3.9222 | 1.1981 | 1.573 | 1.7213 | 1.3995 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 50 | 47.1698 | 52.8302 | 50 | 47.1698 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.4647 | 4.3928 | 1.0697 | 1.573 | 1.9279 | 1.2496 |
Largest Winning Trade | 568090 | 568090 | 48291 | 388419 | 388419 | 323889 |
Largest Losing Trade | -38453 | -21244 | -38453 | -168734 | -117716 | -168734 |
Avg Bars in Trades | 48 | 47 | 50 | 48 | 47 | 50 |
Avg Bars in Winners | 71 | 67 | 74 | 71 | 67 | 74 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 5176 | 2511 | 2665 | 5176 | 2511 | 2665 |
Profit Streak | 0 | 0 | 34.5151 | 0 | 0 | 34.5151 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529877 | -164701 | -501872 | -24266 | -230657 | -277687 |
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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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