Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517355.2994 | 414668.248 | 102687.0514 | 1257852.5734 | 1324064.6694 | -66212.096 |
Total P&L (%) | 517.3553 | 414.6682 | 102.6871 | 1257.8526 | 1324.0647 | -66.2121 |
Avg Daily Profit (%) | 0.207 | 0.1659 | 0.0411 | 0.1044 | 0.1063 | -0.0434 |
Buy And Hold Return (%) | 30.7514 | 30.7514 | 30.7514 | 30.7514 | 30.7514 | 30.7514 |
Max Trade Drawdown | -65383 | -51203 | -153436 | -686791 | -486000 | -935102 |
Profit Factor | 1.7732 | 2.7026 | 1.2413 | 1.2668 | 1.6916 | 0.9764 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 39.4558 | 40.5405 | 38.3562 | 39.4558 | 40.5405 | 38.3562 |
Ratio Avg Win / Avg Loss | 2.7209 | 3.9638 | 1.9949 | 1.9439 | 2.4809 | 1.5691 |
Largest Winning Trade | 72501 | 72501 | 61514 | 334506 | 334506 | 293209 |
Largest Losing Trade | -60550 | -23181 | -60550 | -354160 | -271530 | -354160 |
Avg Bars in Trades | 66 | 41 | 92 | 66 | 41 | 92 |
Avg Bars in Winners | 118 | 76 | 165 | 118 | 76 | 165 |
Avg Bars in Losers | 32 | 17 | 47 | 32 | 17 | 47 |
Bars Traded | 9797 | 3034 | 6764 | 9797 | 3034 | 6764 |
Profit Streak | 130.3605 | 130.3605 | 141.6105 | 130.3605 | 130.3605 | 141.6105 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328768 | -54691 | -215532 | -54519 | -114614 | -653525 |
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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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