Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798690.3204 | 794428.3107 | 4262.0097 | 102569.0958 | 429056.4307 | -326487.3349 |
Total P&L (%) | 798.6903 | 794.4283 | 4.262 | 102.5691 | 429.0564 | -326.4873 |
Avg Daily Profit (%) | 0.4324 | 0.4301 | 0.0023 | 0.0382 | 0.0902 | 0 |
Buy And Hold Return (%) | 126.7398 | 126.7398 | 126.7398 | 126.7398 | 126.7398 | 126.7398 |
Max Trade Drawdown | -130580 | -73876 | -189243 | -531431 | -218672 | -479638 |
Profit Factor | 1.8965 | 3.2026 | 1.008 | 1.0628 | 1.6536 | 0.6653 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 58.8785 | 58.4906 | 59.2593 | 58.8785 | 58.4906 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.3245 | 2.2728 | 0.693 | 0.7423 | 1.1735 | 0.4574 |
Largest Winning Trade | 444211 | 444211 | 76311 | 456943 | 456943 | 110748 |
Largest Losing Trade | -75503 | -48767 | -75503 | -284871 | -163489 | -284871 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Losers | 23 | 25 | 22 | 23 | 25 | 22 |
Bars Traded | 3628 | 1672 | 1956 | 3628 | 1672 | 1956 |
Profit Streak | 31.8758 | 0 | 157.8758 | 31.8758 | 0 | 157.8758 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504866 | -163317 | -746331 | -458701 | -252193 | -758250 |
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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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