Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391465.6193 | 244524.1242 | 146941.4952 | 1618349.9277 | 829097.527 | 789252.4007 |
Total P&L (%) | 391.4656 | 244.5241 | 146.9415 | 1618.3499 | 829.0975 | 789.2524 |
Avg Daily Profit (%) | 0.3128 | 0.1954 | 0.1174 | 0.2275 | 0.1783 | 0.1748 |
Buy And Hold Return (%) | 31.7657 | 31.7657 | 31.7657 | 31.7657 | 31.7657 | 31.7657 |
Max Trade Drawdown | -68004 | -45500 | -59205 | -640791 | -630515 | -268880 |
Profit Factor | 2.1858 | 2.7236 | 1.7806 | 2.1313 | 1.9744 | 2.3616 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 80.7339 | 77.7778 | 83.6364 | 80.7339 | 77.7778 | 83.6364 |
Ratio Avg Win / Avg Loss | 0.5216 | 0.7782 | 0.3484 | 0.5086 | 0.5641 | 0.4621 |
Largest Winning Trade | 26674 | 26674 | 19155 | 184979 | 156805 | 184979 |
Largest Losing Trade | -45500 | -45500 | -43532 | -630515 | -630515 | -225827 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 9 | 10 | 8 | 9 | 10 | 8 |
Avg Bars in Losers | 73 | 79 | 64 | 73 | 79 | 64 |
Bars Traded | 2360 | 1401 | 959 | 2360 | 1401 | 959 |
Profit Streak | 25.9138 | 155.4138 | 25.9138 | 25.9138 | 155.4138 | 25.9138 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588683 | -164704 | -211394 | 573650 | -165880 | -164528 |
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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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