Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599489.0808 | 466736.406 | 132752.6748 | 2674518.5797 | 2073655.6792 | 600862.9006 |
Total P&L (%) | 599.4891 | 466.7364 | 132.7527 | 2674.5186 | 2073.6557 | 600.8629 |
Avg Daily Profit (%) | 0.2398 | 0.1867 | 0.0531 | 0.133 | 0.1232 | 0.0779 |
Buy And Hold Return (%) | 140.4757 | 140.4757 | 140.4757 | 140.4757 | 140.4757 | 140.4757 |
Max Trade Drawdown | -133184 | -53675 | -132243 | -183166 | -183166 | -149410 |
Profit Factor | 2.1195 | 3.3095 | 1.3982 | 3.92 | 5.8565 | 2.2289 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 61.3861 | 54.902 | 68 | 61.3861 | 54.902 | 68 |
Ratio Avg Win / Avg Loss | 1.3332 | 2.7185 | 0.658 | 2.4658 | 4.8107 | 1.0489 |
Largest Winning Trade | 67423 | 67423 | 36622 | 922272 | 922272 | 301276 |
Largest Losing Trade | -70979 | -36452 | -70979 | -183166 | -183166 | -149410 |
Avg Bars in Trades | 46 | 51 | 41 | 46 | 51 | 41 |
Avg Bars in Winners | 44 | 50 | 39 | 44 | 50 | 39 |
Avg Bars in Losers | 49 | 53 | 45 | 49 | 53 | 45 |
Bars Traded | 4718 | 2647 | 2071 | 4718 | 2647 | 2071 |
Profit Streak | 195.478 | 195.478 | 302.478 | 195.478 | 195.478 | 302.478 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447988 | -167434 | -465098 | -4907 | -198096 | -263679 |
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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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