Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816194.9895 | 762746.4185 | 53448.571 | 989035.1034 | 784276.1724 | 204758.931 |
Total P&L (%) | 816.195 | 762.7464 | 53.4486 | 989.0351 | 784.2762 | 204.7589 |
Avg Daily Profit (%) | 0.4406 | 0.4118 | 0.0289 | 0.129 | 0.1177 | 0.0602 |
Buy And Hold Return (%) | 128.9236 | 128.9236 | 128.9236 | 128.9236 | 128.9236 | 128.9236 |
Max Trade Drawdown | -79707 | -73114 | -53092 | -408565 | -350329 | -339946 |
Profit Factor | 2.9812 | 5.1469 | 1.2344 | 1.5521 | 2.0176 | 1.2006 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 30.1075 | 27.6596 | 32.6087 | 30.1075 | 27.6596 | 32.6087 |
Ratio Avg Win / Avg Loss | 6.9207 | 13.461 | 2.5511 | 3.6031 | 5.2768 | 2.4813 |
Largest Winning Trade | 678925 | 678925 | 53755 | 349438 | 349438 | 317940 |
Largest Losing Trade | -24052 | -14801 | -24052 | -174564 | -55168 | -174564 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 143 | 142 | 144 | 143 | 142 | 144 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 5240 | 2554 | 2686 | 5240 | 2554 | 2686 |
Profit Streak | 111.1995 | 112.8662 | 0 | 111.1995 | 112.8662 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303002 | -420 | -326006 | -24586 | -49632 | -128305 |
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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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