Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536344.4758 | 488085.1255 | 48259.3504 | 274819.2007 | 328687.5883 | -53868.3876 |
Total P&L (%) | 536.3445 | 488.0851 | 48.2594 | 274.8192 | 328.6876 | -53.8684 |
Avg Daily Profit (%) | 0.2887 | 0.2627 | 0.026 | 0.0711 | 0.0784 | -0.0416 |
Buy And Hold Return (%) | 57.5821 | 57.5821 | 57.5821 | 57.5821 | 57.5821 | 57.5821 |
Max Trade Drawdown | -142500 | -82023 | -171150 | -583943 | -407247 | -585380 |
Profit Factor | 1.4973 | 1.9363 | 1.0866 | 1.0684 | 1.17 | 0.9742 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 119 | 55 | 64 | 119 | 55 | 64 |
Losing Trades | 215 | 112 | 103 | 215 | 112 | 103 |
Profitability (%) | 35.6287 | 32.9341 | 38.3234 | 35.6287 | 32.9341 | 38.3234 |
Ratio Avg Win / Avg Loss | 2.7052 | 3.943 | 1.7487 | 1.9303 | 2.3826 | 1.5678 |
Largest Winning Trade | 260752 | 260752 | 37843 | 423960 | 423960 | 147027 |
Largest Losing Trade | -37349 | -17242 | -37349 | -184750 | -100074 | -184750 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5484 | 2592 | 2892 | 5484 | 2592 | 2892 |
Profit Streak | 14.8922 | 15.2255 | 14.8922 | 14.8922 | 15.2255 | 14.8922 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313356 | 229638 | -451464 | -246171 | -127016 | -581356 |
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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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