Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545434.8234 | 482523.0137 | 62911.8097 | 1345999.4797 | 946107.2183 | 399892.2613 |
Total P&L (%) | 545.4348 | 482.523 | 62.9118 | 1345.9995 | 946.1072 | 399.8923 |
Avg Daily Profit (%) | 0.5236 | 0.4632 | 0.0604 | 0.2568 | 0.2256 | 0.1546 |
Buy And Hold Return (%) | 361.1805 | 361.1805 | 361.1805 | 361.1805 | 361.1805 | 361.1805 |
Max Trade Drawdown | -51124 | -31148 | -34656 | -172349 | -189866 | -110577 |
Profit Factor | 2.4661 | 3.189 | 1.4149 | 2.1078 | 2.129 | 2.0608 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 48.7179 | 41.0256 | 56.4103 | 48.7179 | 41.0256 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.5958 | 4.5843 | 1.0934 | 2.2188 | 3.0604 | 1.5924 |
Largest Winning Trade | 360624 | 360624 | 20107 | 570457 | 570457 | 101559 |
Largest Losing Trade | -27961 | -17946 | -27961 | -110227 | -110227 | -70386 |
Avg Bars in Trades | 157 | 154 | 159 | 157 | 154 | 159 |
Avg Bars in Winners | 211 | 225 | 201 | 211 | 225 | 201 |
Avg Bars in Losers | 105 | 105 | 106 | 105 | 105 | 106 |
Bars Traded | 24551 | 12080 | 12471 | 24551 | 12080 | 12471 |
Profit Streak | 38.4869 | 38.4869 | 92.4869 | 38.4869 | 38.4869 | 92.4869 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 255549 | -82693 | -309176 | 425376 | -28545 | -153187 |
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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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