Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039071.6925 | 1004440.2189 | 34631.4736 | 508097.818 | 402179.7347 | 105918.0833 |
Total P&L (%) | 1039.0717 | 1004.4402 | 34.6315 | 508.0978 | 402.1797 | 105.9181 |
Avg Daily Profit (%) | 0.5643 | 0.5454 | 0.0188 | 0.0981 | 0.0877 | 0.0392 |
Buy And Hold Return (%) | 151.0901 | 151.0901 | 151.0901 | 151.0901 | 151.0901 | 151.0901 |
Max Trade Drawdown | -143618 | -127742 | -32716 | -1022908 | -877878 | -233149 |
Profit Factor | 2.6342 | 3.1307 | 1.2106 | 1.163 | 1.1678 | 1.1469 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 50.3268 | 46.0526 | 54.5455 | 50.3268 | 46.0526 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.6 | 3.6674 | 1.0089 | 1.1478 | 1.368 | 0.9557 |
Largest Winning Trade | 914695 | 914695 | 20031 | 950550 | 950550 | 111712 |
Largest Losing Trade | -39812 | -39812 | -18994 | -325935 | -325935 | -79283 |
Avg Bars in Trades | 140 | 264 | 18 | 140 | 264 | 18 |
Avg Bars in Winners | 163 | 337 | 18 | 163 | 337 | 18 |
Avg Bars in Losers | 117 | 202 | 18 | 117 | 202 | 18 |
Bars Traded | 21522 | 20096 | 1426 | 21522 | 20096 | 1426 |
Profit Streak | 91.4357 | 170.769 | 91.4357 | 91.4357 | 170.769 | 91.4357 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660241 | -32900 | -374103 | -103447 | -164915 | -407055 |
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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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