Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846942.4138 | 770615.3009 | 76327.1128 | 366792.8314 | 403362.824 | -36569.9926 |
Total P&L (%) | 846.9424 | 770.6153 | 76.3271 | 366.7928 | 403.3628 | -36.57 |
Avg Daily Profit (%) | 0.3384 | 0.3079 | 0.0305 | 0.0616 | 0.0646 | -0.0182 |
Buy And Hold Return (%) | 199.5145 | 199.5145 | 199.5145 | 199.5145 | 199.5145 | 199.5145 |
Max Trade Drawdown | -114125 | -110753 | -117501 | -232108 | -89883 | -231021 |
Profit Factor | 2.3559 | 3.2793 | 1.2664 | 1.7079 | 2.7751 | 0.8743 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 56.6372 | 53.5714 | 59.6491 | 56.6372 | 53.5714 | 59.6491 |
Ratio Avg Win / Avg Loss | 1.8037 | 2.8421 | 0.8567 | 1.3076 | 2.4051 | 0.5914 |
Largest Winning Trade | 429622 | 429622 | 35899 | 177568 | 177568 | 64215 |
Largest Losing Trade | -92660 | -47217 | -92660 | -222543 | -69448 | -222543 |
Avg Bars in Trades | 83 | 102 | 64 | 83 | 102 | 64 |
Avg Bars in Winners | 88 | 93 | 83 | 88 | 93 | 83 |
Avg Bars in Losers | 77 | 112 | 36 | 77 | 112 | 36 |
Bars Traded | 9419 | 5735 | 3684 | 9419 | 5735 | 3684 |
Profit Streak | 175.5984 | 175.5984 | 328.0984 | 175.5984 | 175.5984 | 328.0984 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513895 | -165738 | -497128 | -113968 | -286750 | -758196 |
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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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