Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539930.3449 | 535554.4383 | 4375.9066 | -9127.0895 | 80274.4902 | -89401.5797 |
Total P&L (%) | 539.9303 | 535.5544 | 4.3759 | -9.1271 | 80.2745 | -89.4016 |
Avg Daily Profit (%) | 0.2809 | 0.2786 | 0.0023 | -0.005 | 0.0307 | -0.1167 |
Buy And Hold Return (%) | 19.8427 | 19.8427 | 19.8427 | 19.8427 | 19.8427 | 19.8427 |
Max Trade Drawdown | -132472 | -71903 | -134121 | -137398 | -67624 | -121352 |
Profit Factor | 1.7954 | 3.1393 | 1.0102 | 0.9849 | 1.3621 | 0.7672 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 58.1395 | 62.7907 | 53.4884 | 58.1395 | 62.7907 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.2927 | 1.8603 | 0.8784 | 0.7092 | 0.8071 | 0.6671 |
Largest Winning Trade | 246297 | 246297 | 64866 | 50135 | 46511 | 50135 |
Largest Losing Trade | -82189 | -29078 | -82189 | -83375 | -41839 | -83375 |
Avg Bars in Trades | 86 | 79 | 93 | 86 | 79 | 93 |
Avg Bars in Winners | 87 | 68 | 110 | 87 | 68 | 110 |
Avg Bars in Losers | 84 | 97 | 73 | 84 | 97 | 73 |
Bars Traded | 7422 | 3400 | 4022 | 7422 | 3400 | 4022 |
Profit Streak | 57.6298 | 57.6298 | 78.6298 | 57.6298 | 57.6298 | 78.6298 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495600 | 626304 | -565042 | -578034 | -152615 | -579311 |
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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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