Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898969.0715 | 790144.3772 | 108824.6943 | 1501462.3079 | 1398434.6521 | 103027.6558 |
Total P&L (%) | 898.9691 | 790.1444 | 108.8247 | 1501.4623 | 1398.4347 | 103.0277 |
Avg Daily Profit (%) | 0.4776 | 0.4198 | 0.0578 | 0.1475 | 0.1439 | 0.0376 |
Buy And Hold Return (%) | 49.3224 | 49.3224 | 49.3224 | 49.3224 | 49.3224 | 49.3224 |
Max Trade Drawdown | -178211 | -129226 | -148158 | -807896 | -200987 | -682339 |
Profit Factor | 2.2412 | 3.1239 | 1.3089 | 1.5784 | 2.1581 | 1.0742 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 48.5507 | 44.9275 | 52.1739 | 48.5507 | 44.9275 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.375 | 3.8294 | 1.1998 | 1.6726 | 2.6454 | 0.9847 |
Largest Winning Trade | 510123 | 510123 | 48142 | 510123 | 510123 | 224642 |
Largest Losing Trade | -53493 | -32451 | -53493 | -196049 | -184339 | -196049 |
Avg Bars in Trades | 52 | 51 | 52 | 52 | 51 | 52 |
Avg Bars in Winners | 74 | 78 | 71 | 74 | 78 | 71 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 7178 | 3537 | 3641 | 7178 | 3537 | 3641 |
Profit Streak | 54.7033 | 0 | 137.9533 | 54.7033 | 0 | 137.9533 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541442 | -88045 | -221044 | 269380 | -100320 | -389441 |
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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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