Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500840.7028 | 397398.2633 | 103442.4395 | 6225593.1149 | 4358146.7379 | 1867446.377 |
Total P&L (%) | 500.8407 | 397.3983 | 103.4424 | 6225.5931 | 4358.1467 | 1867.4464 |
Avg Daily Profit (%) | 0.6071 | 0.4817 | 0.1254 | 0.504 | 0.4613 | 0.3618 |
Buy And Hold Return (%) | 562.6082 | 562.6082 | 562.6082 | 562.6082 | 562.6082 | 562.6082 |
Max Trade Drawdown | -66085 | -56480 | -31950 | -1413716 | -1413716 | -563074 |
Profit Factor | 3.1249 | 4.0586 | 1.978 | 2.5864 | 2.6865 | 2.3934 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 151 | 82 | 69 | 151 | 82 | 69 |
Losing Trades | 22 | 4 | 18 | 22 | 4 | 18 |
Profitability (%) | 87.2832 | 95.3488 | 79.3103 | 87.2832 | 95.3488 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.4553 | 0.198 | 0.516 | 0.3768 | 0.131 | 0.6244 |
Largest Winning Trade | 25439 | 25439 | 8176 | 391812 | 391812 | 241646 |
Largest Losing Trade | -56480 | -56480 | -31127 | -1413716 | -1413716 | -309422 |
Avg Bars in Trades | 23 | 40 | 7 | 23 | 40 | 7 |
Avg Bars in Winners | 13 | 21 | 4 | 13 | 21 | 4 |
Avg Bars in Losers | 93 | 430 | 18 | 93 | 430 | 18 |
Bars Traded | 4110 | 3497 | 613 | 4110 | 3497 | 613 |
Profit Streak | 54.9408 | 86.6075 | 54.9408 | 54.9408 | 86.6075 | 54.9408 |
Trades During Streak | 6 | 10 | 3 | 6 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143436 | -144448 | -184986 | 735138 | 705320 | 497240 |
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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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