Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489642.6248 | 303656.1477 | 185986.4771 | 2822833.2338 | 2317379.4288 | 505453.8051 |
Total P&L (%) | 489.6426 | 303.6561 | 185.9865 | 2822.8332 | 2317.3794 | 505.4538 |
Avg Daily Profit (%) | 0.2051 | 0.1272 | 0.0779 | 0.1415 | 0.1335 | 0.0755 |
Buy And Hold Return (%) | 43.9745 | 43.9745 | 43.9745 | 43.9745 | 43.9745 | 43.9745 |
Max Trade Drawdown | -47395 | -52053 | -50238 | -590780 | -351448 | -814286 |
Profit Factor | 2.5872 | 2.8469 | 2.2909 | 2.1939 | 3.6007 | 1.3431 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 65.5172 | 68.1818 | 62.7907 | 65.5172 | 68.1818 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.3617 | 1.3286 | 1.3575 | 1.1547 | 1.6803 | 0.7959 |
Largest Winning Trade | 86154 | 86154 | 40523 | 478347 | 478347 | 269078 |
Largest Losing Trade | -64307 | -64307 | -30185 | -590780 | -302914 | -590780 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Losers | 63 | 66 | 61 | 63 | 66 | 61 |
Bars Traded | 4487 | 2255 | 2232 | 4487 | 2255 | 2232 |
Profit Streak | 30.358 | 32.858 | 30.358 | 30.358 | 32.858 | 30.358 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557007 | -15553 | -85458 | 118144 | -4205 | -90853 |
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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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