Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426250.5692 | 376366.9054 | 49883.6638 | 256412.3814 | 1331608.4306 | -1075196.0493 |
Total P&L (%) | 426.2506 | 376.3669 | 49.8837 | 256.4124 | 1331.6084 | -1075.196 |
Avg Daily Profit (%) | 0.3432 | 0.303 | 0.0402 | 0.1024 | 0.2145 | 0 |
Buy And Hold Return (%) | 46.1922 | 46.1922 | 46.1922 | 46.1922 | 46.1922 | 46.1922 |
Max Trade Drawdown | -127622 | -88091 | -80056 | -2065986 | -1177318 | -1958823 |
Profit Factor | 1.5523 | 2.0392 | 1.1218 | 1.0295 | 1.3591 | 0.7842 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 57.4194 | 60.2564 | 54.5455 | 57.4194 | 60.2564 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1511 | 1.345 | 0.9348 | 0.7635 | 0.8965 | 0.6535 |
Largest Winning Trade | 140218 | 140218 | 39539 | 583318 | 583318 | 496762 |
Largest Losing Trade | -59404 | -36391 | -59404 | -1061938 | -453446 | -1061938 |
Avg Bars in Trades | 46 | 49 | 43 | 46 | 49 | 43 |
Avg Bars in Winners | 40 | 45 | 35 | 40 | 45 | 35 |
Avg Bars in Losers | 54 | 54 | 53 | 54 | 54 | 53 |
Bars Traded | 7207 | 3853 | 3354 | 7207 | 3853 | 3354 |
Profit Streak | 30.6809 | 30.6809 | 46.1809 | 30.6809 | 30.6809 | 46.1809 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476826 | -21044 | -408798 | -244241 | -25370 | -621158 |
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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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