Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594652.8525 | 483248.439 | 111404.4135 | 3419831.7392 | 2475425.1371 | 944406.6021 |
Total P&L (%) | 594.6529 | 483.2484 | 111.4044 | 3419.8317 | 2475.4251 | 944.4066 |
Avg Daily Profit (%) | 0.3164 | 0.2571 | 0.0593 | 0.1896 | 0.173 | 0.1249 |
Buy And Hold Return (%) | 170.0847 | 170.0847 | 170.0847 | 170.0847 | 170.0847 | 170.0847 |
Max Trade Drawdown | -68602 | -76374 | -80800 | -1513442 | -657113 | -1446015 |
Profit Factor | 2.2107 | 2.9559 | 1.4564 | 1.6291 | 1.9823 | 1.3239 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 50 | 48.9362 | 51.0638 | 50 | 48.9362 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.2107 | 3.0845 | 1.3957 | 1.6291 | 2.0684 | 1.2688 |
Largest Winning Trade | 157924 | 157924 | 46786 | 1030387 | 961086 | 1030387 |
Largest Losing Trade | -27622 | -26203 | -27622 | -1101308 | -412133 | -1101308 |
Avg Bars in Trades | 114 | 117 | 112 | 114 | 117 | 112 |
Avg Bars in Winners | 165 | 173 | 157 | 165 | 173 | 157 |
Avg Bars in Losers | 64 | 63 | 65 | 64 | 63 | 65 |
Bars Traded | 10799 | 5503 | 5296 | 10799 | 5503 | 5296 |
Profit Streak | 55.901 | 0 | 69.0677 | 55.901 | 0 | 69.0677 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409727 | 366091 | -277743 | 426452 | 404646 | -25828 |
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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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