Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982558.2348 | 1042583.512 | -60025.2771 | 166910.5406 | 556060.712 | -389150.1713 |
Total P&L (%) | 982.5582 | 1042.5835 | -60.0253 | 166.9105 | 556.0607 | -389.1502 |
Avg Daily Profit (%) | 0.5415 | 0.5745 | -0.0331 | 0.0541 | 0.1037 | 0 |
Buy And Hold Return (%) | 671.0941 | 671.0941 | 671.0941 | 671.0941 | 671.0941 | 671.0941 |
Max Trade Drawdown | -182093 | -103019 | -161204 | -416386 | -166362 | -463990 |
Profit Factor | 2.441 | 4.2281 | 0.8327 | 1.1205 | 1.9607 | 0.5177 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 47.4747 | 48.9796 | 46 | 47.4747 | 48.9796 | 46 |
Ratio Avg Win / Avg Loss | 2.7007 | 4.4043 | 0.9776 | 1.2397 | 2.0424 | 0.6077 |
Largest Winning Trade | 560826 | 560826 | 73720 | 390377 | 390377 | 93202 |
Largest Losing Trade | -57079 | -42440 | -57079 | -262555 | -76190 | -262555 |
Avg Bars in Trades | 107 | 100 | 114 | 107 | 100 | 114 |
Avg Bars in Winners | 142 | 123 | 162 | 142 | 123 | 162 |
Avg Bars in Losers | 75 | 77 | 73 | 75 | 77 | 73 |
Bars Traded | 10621 | 4908 | 5713 | 10621 | 4908 | 5713 |
Profit Streak | 25.7688 | 100.4354 | 25.7688 | 25.7688 | 100.4354 | 25.7688 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4994 | 349127 | -761368 | -373667 | -215062 | -761368 |
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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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