Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377087.4198 | 301547.3916 | 75540.0282 | 924769.2021 | 797334.9979 | 127434.2042 |
Total P&L (%) | 377.0874 | 301.5474 | 75.54 | 924.7692 | 797.335 | 127.4342 |
Avg Daily Profit (%) | 0.362 | 0.2895 | 0.0725 | 0.2236 | 0.2109 | 0.0789 |
Buy And Hold Return (%) | 114.6667 | 114.6667 | 114.6667 | 114.6667 | 114.6667 | 114.6667 |
Max Trade Drawdown | -77852 | -65105 | -49092 | -1164452 | -943115 | -730879 |
Profit Factor | 1.9731 | 2.5751 | 1.3852 | 1.2109 | 1.3417 | 1.0621 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 50.4762 | 51.9231 | 49.0566 | 50.4762 | 51.9231 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.9358 | 2.3844 | 1.4385 | 1.1881 | 1.2424 | 1.103 |
Largest Winning Trade | 107366 | 107366 | 38764 | 794831 | 794831 | 402078 |
Largest Losing Trade | -24111 | -21322 | -24111 | -406806 | -406806 | -399222 |
Avg Bars in Trades | 236 | 224 | 248 | 236 | 224 | 248 |
Avg Bars in Winners | 282 | 251 | 315 | 282 | 251 | 315 |
Avg Bars in Losers | 188 | 194 | 183 | 188 | 194 | 183 |
Bars Traded | 24817 | 11658 | 13159 | 24817 | 11658 | 13159 |
Profit Streak | 5.8786 | 10.4202 | 5.8786 | 5.8786 | 10.4202 | 5.8786 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410821 | -169296 | -441011 | 334501 | -170713 | -550636 |
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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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