Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595122.6492 | 487701.3899 | 107421.2592 | 1842169.0059 | 802219.9051 | 1039949.1009 |
Total P&L (%) | 595.1226 | 487.7014 | 107.4213 | 1842.169 | 802.2199 | 1039.9491 |
Avg Daily Profit (%) | 0.3218 | 0.2637 | 0.0581 | 0.1605 | 0.119 | 0.1317 |
Buy And Hold Return (%) | 18.1224 | 18.1224 | 18.1224 | 18.1224 | 18.1224 | 18.1224 |
Max Trade Drawdown | -161213 | -92684 | -128040 | -1430319 | -562577 | -867741 |
Profit Factor | 1.6877 | 2.21 | 1.2324 | 1.3253 | 1.2691 | 1.3878 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 54.4974 | 53.6842 | 55.3191 | 54.4974 | 53.6842 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.4091 | 1.9066 | 0.9954 | 1.1066 | 1.0949 | 1.1209 |
Largest Winning Trade | 92137 | 92137 | 66994 | 489170 | 489170 | 421755 |
Largest Losing Trade | -43522 | -37835 | -43522 | -867741 | -445522 | -867741 |
Avg Bars in Trades | 28 | 20 | 36 | 28 | 20 | 36 |
Avg Bars in Winners | 30 | 19 | 42 | 30 | 19 | 42 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 5373 | 1939 | 3434 | 5373 | 1939 | 3434 |
Profit Streak | 32.1299 | 35.4632 | 32.1299 | 32.1299 | 35.4632 | 32.1299 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520914 | 497421 | -117141 | 404768 | -32360 | -15270 |
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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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