Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827327.866 | 795588.517 | 31739.349 | 739069.187 | 816946.5009 | -77877.3139 |
Total P&L (%) | 827.3279 | 795.5885 | 31.7393 | 739.0692 | 816.9465 | -77.8773 |
Avg Daily Profit (%) | 0.4512 | 0.4339 | 0.0173 | 0.1161 | 0.1209 | -0.0822 |
Buy And Hold Return (%) | 193.0532 | 193.0532 | 193.0532 | 193.0532 | 193.0532 | 193.0532 |
Max Trade Drawdown | -117367 | -81828 | -57793 | -516397 | -310819 | -408130 |
Profit Factor | 2.7251 | 4.877 | 1.1157 | 1.3451 | 1.9277 | 0.9382 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 31.0345 | 31.8182 | 30.2326 | 31.0345 | 31.8182 | 30.2326 |
Ratio Avg Win / Avg Loss | 6.0558 | 10.4508 | 2.5747 | 2.9892 | 4.1308 | 2.1652 |
Largest Winning Trade | 693327 | 693327 | 57187 | 442617 | 442617 | 282478 |
Largest Losing Trade | -32587 | -19160 | -32587 | -248836 | -82617 | -248836 |
Avg Bars in Trades | 120 | 119 | 121 | 120 | 119 | 121 |
Avg Bars in Winners | 276 | 259 | 295 | 276 | 259 | 295 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 10497 | 5255 | 5242 | 10497 | 5255 | 5242 |
Profit Streak | 91.0237 | 150.0237 | 0 | 91.0237 | 150.0237 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245932 | 344793 | -435307 | -45116 | -35571 | -585636 |
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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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