Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356829.5205 | 257123.6295 | 99705.891 | 1487369.0211 | 1024611.8102 | 462757.211 |
Total P&L (%) | 356.8295 | 257.1236 | 99.7059 | 1487.369 | 1024.6118 | 462.7572 |
Avg Daily Profit (%) | 0.1979 | 0.1426 | 0.0553 | 0.1534 | 0.1343 | 0.0959 |
Buy And Hold Return (%) | 86.0502 | 86.0502 | 86.0502 | 86.0502 | 86.0502 | 86.0502 |
Max Trade Drawdown | -37633 | -35894 | -62143 | -428418 | -294207 | -275715 |
Profit Factor | 2.3956 | 3.0766 | 1.7561 | 1.8148 | 2.0638 | 1.5366 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 55.7692 | 59.6154 | 51.9231 | 55.7692 | 59.6154 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.8999 | 2.0842 | 1.626 | 1.4393 | 1.398 | 1.4228 |
Largest Winning Trade | 50219 | 50219 | 34640 | 379091 | 379091 | 283031 |
Largest Losing Trade | -25384 | -24010 | -25384 | -294207 | -294207 | -194929 |
Avg Bars in Trades | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Winners | 44 | 44 | 43 | 44 | 44 | 43 |
Avg Bars in Losers | 50 | 44 | 56 | 50 | 44 | 56 |
Bars Traded | 4904 | 2321 | 2583 | 4904 | 2321 | 2583 |
Profit Streak | 638.0167 | 0 | 640.35 | 638.0167 | 0 | 640.35 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420563 | -178748 | -411385 | 416842 | -189335 | -243779 |
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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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