Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607403.246 | 566071.7413 | 41331.5047 | 840342.9401 | 1046233.2806 | -205890.3405 |
Total P&L (%) | 607.4032 | 566.0717 | 41.3315 | 840.3429 | 1046.2333 | -205.8903 |
Avg Daily Profit (%) | 0.2916 | 0.2718 | 0.0198 | 0.1077 | 0.1172 | 0 |
Buy And Hold Return (%) | 160.333 | 160.333 | 160.333 | 160.333 | 160.333 | 160.333 |
Max Trade Drawdown | -73163 | -60189 | -157920 | -518087 | -411415 | -664389 |
Profit Factor | 1.7918 | 2.5722 | 1.1015 | 1.1917 | 1.4893 | 0.9084 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 45.6693 | 46.0317 | 45.3125 | 45.6693 | 46.0317 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.1316 | 3.0157 | 1.3294 | 1.4177 | 1.7461 | 1.0963 |
Largest Winning Trade | 236835 | 236835 | 55346 | 520936 | 520936 | 289449 |
Largest Losing Trade | -42477 | -24620 | -42477 | -327944 | -168687 | -327944 |
Avg Bars in Trades | 194 | 178 | 209 | 194 | 178 | 209 |
Avg Bars in Winners | 284 | 259 | 310 | 284 | 259 | 310 |
Avg Bars in Losers | 118 | 109 | 125 | 118 | 109 | 125 |
Bars Traded | 24662 | 11255 | 13407 | 24662 | 11255 | 13407 |
Profit Streak | 17.9393 | 0 | 27.5226 | 17.9393 | 0 | 27.5226 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324967 | -137307 | -581697 | -60501 | -182336 | -719851 |
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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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