Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639891.2662 | 571331.325 | 68559.9412 | 1637346.4352 | 1244729.8689 | 392616.5663 |
Total P&L (%) | 639.8913 | 571.3313 | 68.5599 | 1637.3464 | 1244.7299 | 392.6166 |
Avg Daily Profit (%) | 0.256 | 0.2285 | 0.0274 | 0.1143 | 0.104 | 0.0638 |
Buy And Hold Return (%) | 266.393 | 266.393 | 266.393 | 266.393 | 266.393 | 266.393 |
Max Trade Drawdown | -106306 | -75205 | -74407 | -623608 | -415810 | -409652 |
Profit Factor | 2.2797 | 3.6947 | 1.2381 | 1.6419 | 2.2154 | 1.2572 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 50.8929 | 53.5714 | 48.2143 | 50.8929 | 53.5714 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.1997 | 3.2021 | 1.3298 | 1.5842 | 1.92 | 1.3503 |
Largest Winning Trade | 379260 | 379260 | 49240 | 580236 | 580236 | 330936 |
Largest Losing Trade | -32303 | -32303 | -21693 | -242417 | -242417 | -211608 |
Avg Bars in Trades | 43 | 34 | 52 | 43 | 34 | 52 |
Avg Bars in Winners | 60 | 50 | 71 | 60 | 50 | 71 |
Avg Bars in Losers | 26 | 16 | 34 | 26 | 16 | 34 |
Bars Traded | 4872 | 1927 | 2945 | 4872 | 1927 | 2945 |
Profit Streak | 77.9058 | 112.4058 | 0 | 77.9058 | 112.4058 | 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 | 346274 | -169834 | -503063 | -36527 | -230154 | -307029 |
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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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