Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503998.7379 | 410246.2395 | 93752.4985 | 1533688.0971 | 1113588.0372 | 420100.06 |
Total P&L (%) | 503.9987 | 410.2462 | 93.7525 | 1533.6881 | 1113.588 | 420.1001 |
Avg Daily Profit (%) | 0.357 | 0.2906 | 0.0664 | 0.1981 | 0.177 | 0.1169 |
Buy And Hold Return (%) | 75.0929 | 75.0929 | 75.0929 | 75.0929 | 75.0929 | 75.0929 |
Max Trade Drawdown | -107066 | -118452 | -28892 | -1385968 | -1437245 | -440394 |
Profit Factor | 2.122 | 2.0877 | 2.3016 | 1.3517 | 1.3032 | 1.6109 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 72.973 | 74.5455 | 71.4286 | 72.973 | 74.5455 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7859 | 0.7129 | 0.9207 | 0.5006 | 0.445 | 0.6444 |
Largest Winning Trade | 94940 | 94940 | 15275 | 476606 | 476606 | 158030 |
Largest Losing Trade | -60610 | -60610 | -13791 | -958468 | -958468 | -230253 |
Avg Bars in Trades | 70 | 136 | 5 | 70 | 136 | 5 |
Avg Bars in Winners | 33 | 62 | 3 | 33 | 62 | 3 |
Avg Bars in Losers | 170 | 352 | 10 | 170 | 352 | 10 |
Bars Traded | 7837 | 7512 | 326 | 7837 | 7512 | 326 |
Profit Streak | 493.9616 | 493.9616 | 572.6283 | 493.9616 | 493.9616 | 572.6283 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553222 | -167350 | -366781 | 420356 | -169635 | -213312 |
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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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