Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494463.6509 | 438885.3087 | 55578.3423 | 733609.6498 | 107452.6164 | 626157.0334 |
Total P&L (%) | 494.4637 | 438.8853 | 55.5783 | 733.6097 | 107.4526 | 626.157 |
Avg Daily Profit (%) | 0.2676 | 0.2375 | 0.0301 | 0.1148 | 0.0395 | 0.1074 |
Buy And Hold Return (%) | 74.7241 | 74.7241 | 74.7241 | 74.7241 | 74.7241 | 74.7241 |
Max Trade Drawdown | -88551 | -105422 | -90351 | -1116819 | -740552 | -556457 |
Profit Factor | 1.724 | 2.222 | 1.1716 | 1.1823 | 1.0433 | 1.4056 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 48.7179 | 50.8475 | 46.5517 | 48.7179 | 50.8475 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.8147 | 2.1479 | 1.3452 | 1.2446 | 1.0086 | 1.6138 |
Largest Winning Trade | 111256 | 111256 | 62499 | 491778 | 338817 | 491778 |
Largest Losing Trade | -46969 | -35863 | -46969 | -312449 | -312449 | -262546 |
Avg Bars in Trades | 59 | 42 | 76 | 59 | 42 | 76 |
Avg Bars in Winners | 69 | 36 | 105 | 69 | 36 | 105 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 6960 | 2529 | 4431 | 6960 | 2529 | 4431 |
Profit Streak | 37.1481 | 38.3981 | 0 | 37.1481 | 38.3981 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416435 | -164605 | -531613 | -58882 | -518536 | -228805 |
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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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