Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860571.7165 | 817139.8606 | 43431.8559 | 2233769.2746 | 1959907.6744 | 273861.6001 |
Total P&L (%) | 860.5717 | 817.1399 | 43.4319 | 2233.7693 | 1959.9077 | 273.8616 |
Avg Daily Profit (%) | 0.4719 | 0.4481 | 0.0238 | 0.1729 | 0.166 | 0.0723 |
Buy And Hold Return (%) | 824.7143 | 824.7143 | 824.7143 | 824.7143 | 824.7143 | 824.7143 |
Max Trade Drawdown | -150638 | -93498 | -119478 | -700816 | -403745 | -711292 |
Profit Factor | 2.401 | 4.1121 | 1.1235 | 1.5102 | 2.1521 | 1.1023 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 51.5152 | 53.0612 | 50 | 51.5152 | 53.0612 | 50 |
Ratio Avg Win / Avg Loss | 2.2598 | 3.6376 | 1.1235 | 1.4213 | 1.9038 | 1.1023 |
Largest Winning Trade | 293902 | 293902 | 61237 | 596228 | 596228 | 538673 |
Largest Losing Trade | -46426 | -39943 | -46426 | -609156 | -280643 | -609156 |
Avg Bars in Trades | 70 | 83 | 56 | 70 | 83 | 56 |
Avg Bars in Winners | 82 | 85 | 80 | 82 | 85 | 80 |
Avg Bars in Losers | 56 | 82 | 33 | 56 | 82 | 33 |
Bars Traded | 6948 | 4110 | 2838 | 6948 | 4110 | 2838 |
Profit Streak | 0 | 26.7027 | 0 | 0 | 26.7027 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136854 | -146966 | -591562 | 225509 | 322957 | -550193 |
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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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