Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906965.4528 | 850165.8829 | 56799.5699 | 487670.3649 | 383264.2082 | 104406.1567 |
Total P&L (%) | 906.9655 | 850.1659 | 56.7996 | 487.6704 | 383.2642 | 104.4062 |
Avg Daily Profit (%) | 0.3624 | 0.3397 | 0.0227 | 0.0708 | 0.063 | 0.0286 |
Buy And Hold Return (%) | 203.0882 | 203.0882 | 203.0882 | 203.0882 | 203.0882 | 203.0882 |
Max Trade Drawdown | -149354 | -111275 | -123376 | -154931 | -113174 | -153561 |
Profit Factor | 2.2864 | 3.3314 | 1.1669 | 1.9145 | 2.3304 | 1.4259 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 54.2857 | 50 | 58.4906 | 54.2857 | 50 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.9254 | 3.3314 | 0.8281 | 1.6122 | 2.3304 | 1.0119 |
Largest Winning Trade | 512680 | 512680 | 41067 | 221882 | 221882 | 91146 |
Largest Losing Trade | -82495 | -53486 | -82495 | -136887 | -82668 | -136887 |
Avg Bars in Trades | 89 | 118 | 61 | 89 | 118 | 61 |
Avg Bars in Winners | 97 | 124 | 74 | 97 | 124 | 74 |
Avg Bars in Losers | 80 | 113 | 42 | 80 | 113 | 42 |
Bars Traded | 9425 | 6186 | 3239 | 9425 | 6186 | 3239 |
Profit Streak | 121.4007 | 160.4007 | 121.4007 | 121.4007 | 160.4007 | 121.4007 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495498 | -165933 | -545342 | -97208 | -291532 | -498027 |
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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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