Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727571.9073 | 688043.4671 | 39528.4401 | 861122.1643 | 1568514.927 | -707392.7627 |
Total P&L (%) | 727.5719 | 688.0435 | 39.5284 | 861.1222 | 1568.5149 | -707.3928 |
Avg Daily Profit (%) | 0.3936 | 0.3723 | 0.0214 | 0.1225 | 0.1524 | 0 |
Buy And Hold Return (%) | 113.9455 | 113.9455 | 113.9455 | 113.9455 | 113.9455 | 113.9455 |
Max Trade Drawdown | -126887 | -50775 | -133292 | -2782673 | -1279100 | -2768956 |
Profit Factor | 1.8856 | 3.0008 | 1.0828 | 1.0689 | 1.2768 | 0.8965 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 53.1646 | 50.6329 | 55.6962 | 53.1646 | 50.6329 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.6611 | 2.9257 | 0.8613 | 0.9416 | 1.2449 | 0.7131 |
Largest Winning Trade | 336529 | 336529 | 77325 | 2135058 | 2135058 | 1023021 |
Largest Losing Trade | -47299 | -29066 | -47299 | -850759 | -850759 | -792919 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 5404 | 2644 | 2761 | 5404 | 2644 | 2761 |
Profit Streak | 0 | 0 | 12.1836 | 0 | 0 | 12.1836 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507616 | -12275 | -486833 | -174244 | -19303 | -606377 |
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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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