Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512592.9372 | 458275.7156 | 54317.2216 | 5239080.6599 | 4487425.3504 | 751655.3095 |
Total P&L (%) | 512.5929 | 458.2757 | 54.3172 | 5239.0807 | 4487.4254 | 751.6553 |
Avg Daily Profit (%) | 0.4921 | 0.4399 | 0.0521 | 0.3826 | 0.368 | 0.2058 |
Buy And Hold Return (%) | 1523.785 | 1523.785 | 1523.785 | 1523.785 | 1523.785 | 1523.785 |
Max Trade Drawdown | -52885 | -49706 | -20572 | -1877362 | -1703187 | -311051 |
Profit Factor | 2.4657 | 2.8542 | 1.5295 | 1.8034 | 1.9249 | 1.4503 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 63.8889 | 65.2778 | 62.5 | 63.8889 | 65.2778 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3936 | 1.5182 | 0.9177 | 1.0193 | 1.0239 | 0.8702 |
Largest Winning Trade | 79349 | 79349 | 11245 | 823523 | 823523 | 222314 |
Largest Losing Trade | -38818 | -38818 | -17459 | -1253915 | -1253915 | -257319 |
Avg Bars in Trades | 171 | 315 | 26 | 171 | 315 | 26 |
Avg Bars in Winners | 124 | 218 | 24 | 124 | 218 | 24 |
Avg Bars in Losers | 254 | 497 | 29 | 254 | 497 | 29 |
Bars Traded | 24648 | 22735 | 1913 | 24648 | 22735 | 1913 |
Profit Streak | 13.4377 | 45.3127 | 13.4377 | 13.4377 | 45.3127 | 13.4377 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148395 | -226437 | -365918 | 448069 | -66923 | -235033 |
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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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