Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584181.2461 | 485184.7866 | 98996.4595 | -2380810.4607 | -2496164.7715 | 115354.3108 |
Total P&L (%) | 584.1812 | 485.1848 | 98.9965 | -2380.8105 | -2496.1648 | 115.3543 |
Avg Daily Profit (%) | 0.3185 | 0.2646 | 0.054 | 0 | 0 | 0.0418 |
Buy And Hold Return (%) | 150.2842 | 150.2842 | 150.2842 | 150.2842 | 150.2842 | 150.2842 |
Max Trade Drawdown | -132080 | -70662 | -169403 | -3429061 | -2624760 | -1545756 |
Profit Factor | 1.6913 | 2.3345 | 1.2056 | 0.7052 | 0.4325 | 1.0314 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 131 | 64 | 67 | 49 | 29 | 20 |
Losing Trades | 46 | 24 | 22 | 128 | 59 | 69 |
Profitability (%) | 74.0113 | 72.7273 | 75.2809 | 27.6836 | 32.9545 | 22.4719 |
Ratio Avg Win / Avg Loss | 0.5939 | 0.8754 | 0.3959 | 1.842 | 0.8799 | 3.5583 |
Largest Winning Trade | 53872 | 53872 | 23102 | 1542309 | 269164 | 1542309 |
Largest Losing Trade | -124638 | -46734 | -124638 | -591187 | -591187 | -292337 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 14 | 13 | 15 | 33 | 36 | 28 |
Avg Bars in Losers | 36 | 41 | 30 | 14 | 13 | 16 |
Bars Traded | 3547 | 1829 | 1719 | 3547 | 1829 | 1719 |
Profit Streak | 12.4011 | 0 | 62.9011 | 0 | 47.9011 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435225 | 364157 | -283868 | -594782 | -586887 | -528697 |
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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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