Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617435.4185 | 560498.4785 | 56936.94 | 584556.1702 | 522186.0732 | 62370.097 |
Total P&L (%) | 617.4354 | 560.4985 | 56.9369 | 584.5562 | 522.1861 | 62.3701 |
Avg Daily Profit (%) | 0.3307 | 0.3002 | 0.0305 | 0.1031 | 0.098 | 0.026 |
Buy And Hold Return (%) | 41.984 | 41.984 | 41.984 | 41.984 | 41.984 | 41.984 |
Max Trade Drawdown | -146890 | -67243 | -102773 | -169645 | -99860 | -136423 |
Profit Factor | 2.1197 | 3.0915 | 1.2009 | 1.9535 | 2.7154 | 1.2021 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 36.8421 | 33.3333 | 40.4255 | 36.8421 | 33.3333 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.6338 | 6.183 | 1.7697 | 3.3489 | 5.4307 | 1.7715 |
Largest Winning Trade | 296307 | 296307 | 61233 | 231828 | 231828 | 118058 |
Largest Losing Trade | -27940 | -22120 | -27940 | -57852 | -37084 | -57852 |
Avg Bars in Trades | 36 | 33 | 40 | 36 | 33 | 40 |
Avg Bars in Winners | 79 | 74 | 83 | 79 | 74 | 83 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 3479 | 1584 | 1896 | 3479 | 1584 | 1896 |
Profit Streak | 251.5545 | 251.5545 | 252.5545 | 251.5545 | 251.5545 | 252.5545 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349125 | 337654 | -209199 | -54720 | -62013 | -174972 |
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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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