Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533306.3188 | 470320.3689 | 62985.9499 | 605902.1201 | 1308979.171 | -703077.0509 |
Total P&L (%) | 533.3063 | 470.3204 | 62.986 | 605.9021 | 1308.9792 | -703.0771 |
Avg Daily Profit (%) | 0.2134 | 0.1882 | 0.0252 | 0.0782 | 0.1059 | 0 |
Buy And Hold Return (%) | 45.3728 | 45.3728 | 45.3728 | 45.3728 | 45.3728 | 45.3728 |
Max Trade Drawdown | -139942 | -83991 | -71339 | -2395420 | -1244045 | -1624721 |
Profit Factor | 1.6031 | 2.0545 | 1.1437 | 1.0606 | 1.2599 | 0.8584 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 40.5594 | 38.8889 | 42.2535 | 40.5594 | 38.8889 | 42.2535 |
Ratio Avg Win / Avg Loss | 2.3494 | 3.2285 | 1.5631 | 1.5543 | 1.9798 | 1.1732 |
Largest Winning Trade | 110390 | 110390 | 59210 | 1119925 | 1119925 | 648816 |
Largest Losing Trade | -34770 | -30928 | -34770 | -730469 | -423821 | -730469 |
Avg Bars in Trades | 102 | 97 | 108 | 102 | 97 | 108 |
Avg Bars in Winners | 171 | 166 | 175 | 171 | 166 | 175 |
Avg Bars in Losers | 56 | 53 | 60 | 56 | 53 | 60 |
Bars Traded | 14722 | 6987 | 7735 | 14722 | 6987 | 7735 |
Profit Streak | 35.3075 | 38.3075 | 0 | 35.3075 | 38.3075 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303708 | -71807 | -355478 | -243620 | -133461 | -669081 |
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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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