Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533451.9545 | 419364.2316 | 114087.7229 | 4654509.6705 | 3940737.0412 | 713772.6293 |
Total P&L (%) | 533.452 | 419.3642 | 114.0877 | 4654.5097 | 3940.737 | 713.7726 |
Avg Daily Profit (%) | 0.6488 | 0.51 | 0.1388 | 0.4708 | 0.4509 | 0.2553 |
Buy And Hold Return (%) | 499.0969 | 499.0969 | 499.0969 | 499.0969 | 499.0969 | 499.0969 |
Max Trade Drawdown | -96628 | -55731 | -63436 | -3745092 | -1800636 | -2249652 |
Profit Factor | 1.6972 | 2.2171 | 1.2713 | 1.4296 | 1.8012 | 1.1207 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 58.8745 | 55.6522 | 62.069 | 58.8745 | 55.6522 | 62.069 |
Ratio Avg Win / Avg Loss | 1.1855 | 1.7668 | 0.7769 | 0.9986 | 1.4353 | 0.6848 |
Largest Winning Trade | 42353 | 42353 | 21123 | 1190506 | 1190506 | 485012 |
Largest Losing Trade | -28416 | -22197 | -28416 | -702518 | -684801 | -702518 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3236 | 1610 | 1626 | 3236 | 1610 | 1626 |
Profit Streak | 5.2388 | 0 | 22.7388 | 5.2388 | 0 | 22.7388 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127035 | -150525 | -172278 | 464764 | 476983 | -109862 |
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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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