Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565653.9807 | 468567.3174 | 97086.6633 | 2333317.0047 | 1524192.5457 | 809124.459 |
Total P&L (%) | 565.654 | 468.5673 | 97.0867 | 2333.317 | 1524.1925 | 809.1245 |
Avg Daily Profit (%) | 0.2263 | 0.1875 | 0.0388 | 0.1278 | 0.1116 | 0.0884 |
Buy And Hold Return (%) | 251.1796 | 251.1796 | 251.1796 | 251.1796 | 251.1796 | 251.1796 |
Max Trade Drawdown | -87727 | -82972 | -26330 | -1328879 | -1497559 | -306618 |
Profit Factor | 2.1836 | 2.351 | 1.7408 | 1.3471 | 1.2922 | 1.5374 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Profitability (%) | 65.9794 | 72.9167 | 59.1837 | 65.9794 | 72.9167 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.1259 | 0.8732 | 1.2006 | 0.6946 | 0.4799 | 1.0603 |
Largest Winning Trade | 66300 | 66300 | 22490 | 598997 | 598997 | 262119 |
Largest Losing Trade | -63848 | -63848 | -20209 | -989067 | -989067 | -260742 |
Avg Bars in Trades | 149 | 267 | 34 | 149 | 267 | 34 |
Avg Bars in Winners | 98 | 158 | 25 | 98 | 158 | 25 |
Avg Bars in Losers | 249 | 562 | 46 | 249 | 562 | 46 |
Bars Traded | 14529 | 12859 | 1671 | 14529 | 12859 | 1671 |
Profit Streak | 70.0722 | 72.2389 | 70.0722 | 70.0722 | 72.2389 | 70.0722 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364852 | 196357 | -302342 | -19250 | -41811 | -73699 |
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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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