Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499291.7062 | 416804.2255 | 82487.4807 | 1467901.3533 | 1193043.3651 | 274857.9882 |
Total P&L (%) | 499.2917 | 416.8042 | 82.4875 | 1467.9014 | 1193.0434 | 274.858 |
Avg Daily Profit (%) | 0.2656 | 0.2217 | 0.0439 | 0.1465 | 0.1363 | 0.0703 |
Buy And Hold Return (%) | 145.4894 | 145.4894 | 145.4894 | 145.4894 | 145.4894 | 145.4894 |
Max Trade Drawdown | -98103 | -97469 | -59529 | -469610 | -383230 | -326420 |
Profit Factor | 2.0076 | 2.7592 | 1.319 | 1.7707 | 2.3621 | 1.2672 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 47.3684 | 42.5532 | 52.0833 | 47.3684 | 42.5532 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.2307 | 3.7249 | 1.2135 | 1.9674 | 3.1889 | 1.1658 |
Largest Winning Trade | 136435 | 136435 | 36526 | 312821 | 312821 | 292243 |
Largest Losing Trade | -34474 | -19268 | -34474 | -234934 | -129590 | -234934 |
Avg Bars in Trades | 116 | 113 | 119 | 116 | 113 | 119 |
Avg Bars in Winners | 167 | 176 | 160 | 167 | 176 | 160 |
Avg Bars in Losers | 69 | 65 | 74 | 69 | 65 | 74 |
Bars Traded | 11025 | 5311 | 5714 | 11025 | 5311 | 5714 |
Profit Streak | 53.9416 | 0 | 81.9416 | 53.9416 | 0 | 81.9416 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326236 | 252943 | -298551 | 220963 | -9018 | -105465 |
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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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