Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803404.2416 | 719882.3107 | 83521.9308 | 1197384.7747 | 869050.8223 | 328333.9524 |
Total P&L (%) | 803.4042 | 719.8823 | 83.5219 | 1197.3848 | 869.0508 | 328.334 |
Avg Daily Profit (%) | 0.321 | 0.2876 | 0.0334 | 0.1024 | 0.0908 | 0.0581 |
Buy And Hold Return (%) | 273.4096 | 273.4096 | 273.4096 | 273.4096 | 273.4096 | 273.4096 |
Max Trade Drawdown | -101991 | -85633 | -136635 | -317637 | -301951 | -180665 |
Profit Factor | 2.3555 | 3.3385 | 1.2932 | 2.2412 | 2.5725 | 1.7969 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 54.4554 | 52 | 56.8627 | 54.4554 | 52 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.97 | 3.0817 | 0.981 | 1.8745 | 2.3746 | 1.3632 |
Largest Winning Trade | 483820 | 483820 | 27539 | 642618 | 642618 | 247910 |
Largest Losing Trade | -68909 | -34533 | -68909 | -164079 | -164079 | -125818 |
Avg Bars in Trades | 93 | 113 | 74 | 93 | 113 | 74 |
Avg Bars in Winners | 112 | 115 | 109 | 112 | 115 | 109 |
Avg Bars in Losers | 70 | 110 | 27 | 70 | 110 | 27 |
Bars Traded | 9435 | 5652 | 3783 | 9435 | 5652 | 3783 |
Profit Streak | 142.9227 | 142.9227 | 143.6727 | 142.9227 | 142.9227 | 143.6727 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453237 | -167491 | -493920 | -51215 | -248624 | -394478 |
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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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