Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536050.4025 | 545269.1682 | -9218.7657 | 666898.2713 | 571063.7638 | 95834.5074 |
Total P&L (%) | 536.0504 | 545.2692 | -9.2188 | 666.8983 | 571.0638 | 95.8345 |
Avg Daily Profit (%) | 0.2377 | 0.2418 | -0.0041 | 0.0904 | 0.0844 | 0.0298 |
Buy And Hold Return (%) | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 | 214.8315 |
Max Trade Drawdown | -127182 | -138949 | -81660 | -3489370 | -3708851 | -1091332 |
Profit Factor | 1.8884 | 2.4542 | 0.9596 | 1.0646 | 1.0745 | 1.036 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 78.6408 | 82.3529 | 75 | 78.6408 | 82.3529 | 75 |
Ratio Avg Win / Avg Loss | 0.5129 | 0.5259 | 0.3199 | 0.2891 | 0.2302 | 0.3453 |
Largest Winning Trade | 90633 | 90633 | 24148 | 907171 | 907171 | 497055 |
Largest Losing Trade | -65460 | -65460 | -50080 | -1701963 | -1701963 | -954372 |
Avg Bars in Trades | 77 | 149 | 6 | 77 | 149 | 6 |
Avg Bars in Winners | 32 | 59 | 3 | 32 | 59 | 3 |
Avg Bars in Losers | 241 | 568 | 15 | 241 | 568 | 15 |
Bars Traded | 7976 | 7629 | 346 | 7976 | 7629 | 346 |
Profit Streak | 70.7227 | 70.7227 | 292.7227 | 70.7227 | 70.7227 | 292.7227 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403972 | -168607 | -756346 | -220452 | -398865 | -677006 |
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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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