Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338012.7145 | 1368124.4748 | -30111.7604 | 544877.952 | 1924305.4596 | -1379427.5076 |
Total P&L (%) | 1338.0127 | 1368.1245 | -30.1118 | 544.878 | 1924.3055 | -1379.4275 |
Avg Daily Profit (%) | 0.7292 | 0.7456 | -0.0164 | 0.1016 | 0.164 | 0 |
Buy And Hold Return (%) | 636.9386 | 636.9386 | 636.9386 | 636.9386 | 636.9386 | 636.9386 |
Max Trade Drawdown | -170154 | -135734 | -158380 | -2673784 | -1187850 | -2105143 |
Profit Factor | 2.4522 | 4.4272 | 0.9423 | 1.0671 | 1.5782 | 0.7121 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 37.2093 | 36.0465 | 38.3721 | 37.2093 | 36.0465 | 38.3721 |
Ratio Avg Win / Avg Loss | 4.1382 | 7.8547 | 1.5134 | 1.8007 | 2.8 | 1.1437 |
Largest Winning Trade | 956508 | 956508 | 74012 | 972624 | 972624 | 596686 |
Largest Losing Trade | -54237 | -26686 | -54237 | -676775 | -388371 | -676775 |
Avg Bars in Trades | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Winners | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Losers | 11 | 9 | 12 | 11 | 9 | 12 |
Bars Traded | 3611 | 1624 | 1987 | 3611 | 1624 | 1987 |
Profit Streak | 27.2283 | 32.7283 | 0 | 27.2283 | 32.7283 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279411 | 332688 | -582568 | -371517 | 93645 | -583679 |
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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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