Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625258.3954 | 581982.767 | 43275.6284 | 1070129.8788 | 730302.0548 | 339827.8239 |
Total P&L (%) | 625.2584 | 581.9828 | 43.2756 | 1070.1299 | 730.3021 | 339.8278 |
Avg Daily Profit (%) | 0.6002 | 0.5587 | 0.0415 | 0.2364 | 0.2034 | 0.1423 |
Buy And Hold Return (%) | 359.9057 | 359.9057 | 359.9057 | 359.9057 | 359.9057 | 359.9057 |
Max Trade Drawdown | -93172 | -30768 | -81982 | -294759 | -296012 | -108782 |
Profit Factor | 3.2283 | 5.167 | 1.3071 | 2.0839 | 2.1117 | 2.0286 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 53.8462 | 46.1538 | 61.5385 | 53.8462 | 46.1538 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.7671 | 6.0282 | 0.8169 | 1.7862 | 2.4637 | 1.2679 |
Largest Winning Trade | 509455 | 509455 | 18430 | 482688 | 482688 | 133145 |
Largest Losing Trade | -26337 | -16910 | -26337 | -154127 | -154127 | -108782 |
Avg Bars in Trades | 232 | 268 | 197 | 232 | 268 | 197 |
Avg Bars in Winners | 207 | 247 | 176 | 207 | 247 | 176 |
Avg Bars in Losers | 263 | 286 | 230 | 263 | 286 | 230 |
Bars Traded | 24231 | 13951 | 10280 | 24231 | 13951 | 10280 |
Profit Streak | 0 | 0 | 21.9595 | 0 | 0 | 21.9595 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351513 | -171972 | -482742 | 358255 | -176163 | -344120 |
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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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