Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645445.1488 | 588826.1819 | 56618.967 | 795895.4471 | 576197.6982 | 219697.7489 |
Total P&L (%) | 645.4451 | 588.8262 | 56.619 | 795.8954 | 576.1977 | 219.6977 |
Avg Daily Profit (%) | 0.3519 | 0.3211 | 0.0309 | 0.1196 | 0.1043 | 0.0634 |
Buy And Hold Return (%) | 113.3707 | 113.3707 | 113.3707 | 113.3707 | 113.3707 | 113.3707 |
Max Trade Drawdown | -96772 | -104849 | -78600 | -253472 | -247851 | -130503 |
Profit Factor | 2.4448 | 3.5373 | 1.2638 | 1.7629 | 1.9826 | 1.4808 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.1732 | 3.1442 | 1.1234 | 1.567 | 1.7623 | 1.3163 |
Largest Winning Trade | 484757 | 484757 | 45126 | 279541 | 238541 | 279541 |
Largest Losing Trade | -45047 | -45047 | -39264 | -149392 | -149392 | -74349 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 48 | 43 | 54 | 48 | 43 | 54 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 3470 | 1662 | 1808 | 3470 | 1662 | 1808 |
Profit Streak | 0 | 0 | 79.3438 | 0 | 0 | 79.3438 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495955 | -165083 | -496675 | -28891 | -230548 | -293516 |
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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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