Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774624.938 | 667084.7618 | 107540.1762 | 2438539.9207 | 2154087.6055 | 284452.3152 |
Total P&L (%) | 774.6249 | 667.0848 | 107.5402 | 2438.5399 | 2154.0876 | 284.4523 |
Avg Daily Profit (%) | 0.4206 | 0.3622 | 0.0584 | 0.1758 | 0.1693 | 0.0731 |
Buy And Hold Return (%) | 190.5752 | 190.5752 | 190.5752 | 190.5752 | 190.5752 | 190.5752 |
Max Trade Drawdown | -102707 | -82301 | -67489 | -3023428 | -970011 | -2053416 |
Profit Factor | 2.3675 | 3.4041 | 1.3721 | 1.5544 | 2.2877 | 1.1044 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 50.4673 | 46.2963 | 54.717 | 50.4673 | 46.2963 | 54.717 |
Ratio Avg Win / Avg Loss | 2.3236 | 3.9488 | 1.1355 | 1.5256 | 2.6537 | 0.9139 |
Largest Winning Trade | 382296 | 382296 | 59815 | 1370247 | 1370247 | 939592 |
Largest Losing Trade | -39452 | -30133 | -39452 | -1677321 | -578125 | -1677321 |
Avg Bars in Trades | 99 | 119 | 80 | 99 | 119 | 80 |
Avg Bars in Winners | 103 | 97 | 107 | 103 | 97 | 107 |
Avg Bars in Losers | 96 | 137 | 47 | 96 | 137 | 47 |
Bars Traded | 10698 | 6432 | 4266 | 10698 | 6432 | 4266 |
Profit Streak | 84.8705 | 93.7038 | 84.8705 | 84.8705 | 93.7038 | 84.8705 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503174 | -167269 | -459094 | 442417 | -168405 | -394104 |
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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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