Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809006.51 | 754250.7605 | 54755.7495 | 930472.2209 | 765121.9649 | 165350.2561 |
Total P&L (%) | 809.0065 | 754.2508 | 54.7557 | 930.4722 | 765.122 | 165.3503 |
Avg Daily Profit (%) | 0.441 | 0.4111 | 0.0298 | 0.1272 | 0.1177 | 0.0532 |
Buy And Hold Return (%) | 192.1839 | 192.1839 | 192.1839 | 192.1839 | 192.1839 | 192.1839 |
Max Trade Drawdown | -104831 | -78759 | -62566 | -598120 | -388496 | -445115 |
Profit Factor | 2.8585 | 5.095 | 1.218 | 1.4411 | 1.9125 | 1.1301 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 38.5321 | 38.1818 | 38.8889 | 38.5321 | 38.1818 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.5599 | 8.2491 | 1.9141 | 2.2988 | 3.0964 | 1.7758 |
Largest Winning Trade | 668922 | 668922 | 55688 | 351016 | 351016 | 330442 |
Largest Losing Trade | -32037 | -20662 | -32037 | -246877 | -105629 | -246877 |
Avg Bars in Trades | 48 | 46 | 49 | 48 | 46 | 49 |
Avg Bars in Winners | 94 | 87 | 101 | 94 | 87 | 101 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 5239 | 2553 | 2686 | 5239 | 2553 | 2686 |
Profit Streak | 93.0388 | 111.0388 | 0 | 93.0388 | 111.0388 | 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 | 356659 | -168275 | -502472 | -25789 | -217789 | -548344 |
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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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