Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351712.5136 | 294326.1994 | 57386.3142 | 683598.9483 | 510026.7118 | 173572.2365 |
Total P&L (%) | 351.7125 | 294.3262 | 57.3863 | 683.5989 | 510.0267 | 173.5722 |
Avg Daily Profit (%) | 0.3376 | 0.2826 | 0.0551 | 0.1978 | 0.1738 | 0.0967 |
Buy And Hold Return (%) | 130.2003 | 130.2003 | 130.2003 | 130.2003 | 130.2003 | 130.2003 |
Max Trade Drawdown | -77911 | -78969 | -19659 | -470450 | -489999 | -132474 |
Profit Factor | 1.9987 | 2.1274 | 1.63 | 1.3572 | 1.3562 | 1.3603 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 60 | 60.3774 | 59.6154 | 60 | 60.3774 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.3325 | 1.3961 | 1.1042 | 0.9048 | 0.89 | 0.9215 |
Largest Winning Trade | 99964 | 99964 | 13721 | 267966 | 267966 | 61714 |
Largest Losing Trade | -50708 | -50708 | -8249 | -382960 | -382960 | -55533 |
Avg Bars in Trades | 233 | 426 | 36 | 233 | 426 | 36 |
Avg Bars in Winners | 158 | 281 | 32 | 158 | 281 | 32 |
Avg Bars in Losers | 345 | 647 | 43 | 345 | 647 | 43 |
Bars Traded | 24502 | 22593 | 1909 | 24502 | 22593 | 1909 |
Profit Streak | 56.1959 | 74.8625 | 56.1959 | 56.1959 | 74.8625 | 56.1959 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403451 | -171080 | -460981 | 313884 | -172912 | -305109 |
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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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