Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423277.5869 | 365826.5204 | 57451.0665 | 980273.2183 | 776540.8809 | 203732.3374 |
Total P&L (%) | 423.2776 | 365.8265 | 57.4511 | 980.2732 | 776.5409 | 203.7323 |
Avg Daily Profit (%) | 0.4837 | 0.418 | 0.0656 | 0.2723 | 0.2484 | 0.127 |
Buy And Hold Return (%) | 193.1262 | 193.1262 | 193.1262 | 193.1262 | 193.1262 | 193.1262 |
Max Trade Drawdown | -53575 | -66284 | -13720 | -331359 | -385964 | -94363 |
Profit Factor | 2.3477 | 2.4935 | 1.8311 | 1.8169 | 1.7964 | 1.9057 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 2.3477 | 3.206 | 1.4242 | 1.8169 | 2.3096 | 1.4822 |
Largest Winning Trade | 173458 | 173458 | 26221 | 307065 | 307065 | 86639 |
Largest Losing Trade | -27197 | -27197 | -13323 | -248666 | -248666 | -60333 |
Avg Bars in Trades | 106 | 195 | 17 | 106 | 195 | 17 |
Avg Bars in Winners | 128 | 271 | 16 | 128 | 271 | 16 |
Avg Bars in Losers | 84 | 135 | 19 | 84 | 135 | 19 |
Bars Traded | 10223 | 9369 | 854 | 10223 | 9369 | 854 |
Profit Streak | 26.0598 | 26.0598 | 52.8098 | 26.0598 | 26.0598 | 52.8098 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366506 | 174351 | -266107 | 435401 | 282770 | -167038 |
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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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