Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853833.7848 | 781986.1482 | 71847.6366 | 907978.7421 | 574464.15 | 333514.5922 |
Total P&L (%) | 853.8338 | 781.9861 | 71.8476 | 907.9787 | 574.4642 | 333.5146 |
Avg Daily Profit (%) | 0.4583 | 0.4197 | 0.0386 | 0.1241 | 0.1025 | 0.0788 |
Buy And Hold Return (%) | 102.5258 | 102.5258 | 102.5258 | 102.5258 | 102.5258 | 102.5258 |
Max Trade Drawdown | -114938 | -87911 | -109356 | -524860 | -432736 | -340303 |
Profit Factor | 2.0867 | 3.3403 | 1.1591 | 1.383 | 1.4884 | 1.2793 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 50.8929 | 51.7857 | 50 | 50.8929 | 51.7857 | 50 |
Ratio Avg Win / Avg Loss | 2.0135 | 3.1099 | 1.1591 | 1.3345 | 1.3858 | 1.2793 |
Largest Winning Trade | 390597 | 390597 | 61686 | 342121 | 342121 | 218836 |
Largest Losing Trade | -64609 | -46417 | -64609 | -287593 | -287593 | -146689 |
Avg Bars in Trades | 96 | 90 | 103 | 96 | 90 | 103 |
Avg Bars in Winners | 128 | 122 | 135 | 128 | 122 | 135 |
Avg Bars in Losers | 64 | 56 | 71 | 64 | 56 | 71 |
Bars Traded | 10850 | 5061 | 5789 | 10850 | 5061 | 5789 |
Profit Streak | 17.8428 | 0 | 28.0095 | 17.8428 | 0 | 28.0095 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546903 | -163521 | -531722 | -25368 | -235244 | -269774 |
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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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