Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750978.4688 | 641511.7918 | 109466.6771 | 2737891.871 | 1612062.6194 | 1125829.2516 |
Total P&L (%) | 750.9785 | 641.5118 | 109.4667 | 2737.8919 | 1612.0626 | 1125.8293 |
Avg Daily Profit (%) | 0.4063 | 0.347 | 0.0592 | 0.1812 | 0.1538 | 0.1357 |
Buy And Hold Return (%) | 123.4664 | 123.4664 | 123.4664 | 123.4664 | 123.4664 | 123.4664 |
Max Trade Drawdown | -147208 | -135332 | -56706 | -1163381 | -1173818 | -219667 |
Profit Factor | 2.4068 | 3.0993 | 1.4796 | 1.8867 | 1.8249 | 1.9933 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 50.4348 | 50 | 50.8772 | 50.4348 | 50 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.3653 | 3.0993 | 1.4286 | 1.8542 | 1.8249 | 1.9245 |
Largest Winning Trade | 408769 | 408769 | 48971 | 625717 | 625717 | 547153 |
Largest Losing Trade | -42962 | -38966 | -42962 | -401605 | -401605 | -212285 |
Avg Bars in Trades | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Winners | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
Bars Traded | 3465 | 1728 | 1737 | 3465 | 1728 | 1737 |
Profit Streak | 52.2234 | 400.2234 | 0 | 52.2234 | 400.2234 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529179 | -164329 | -458385 | 445808 | -167238 | -187647 |
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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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