Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707288.1738 | 655456.15 | 51832.0237 | 795722.6077 | 1380922.3958 | -585199.7881 |
Total P&L (%) | 707.2882 | 655.4562 | 51.832 | 795.7226 | 1380.9224 | -585.1998 |
Avg Daily Profit (%) | 0.2829 | 0.2622 | 0.0207 | 0.0877 | 0.1079 | 0 |
Buy And Hold Return (%) | 154.7228 | 154.7228 | 154.7228 | 154.7228 | 154.7228 | 154.7228 |
Max Trade Drawdown | -111645 | -71470 | -99773 | -915655 | -553946 | -935315 |
Profit Factor | 1.6849 | 2.2368 | 1.1031 | 1.131 | 1.4525 | 0.8063 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 149 | 81 | 68 | 149 | 81 | 68 |
Profitability (%) | 41.1067 | 36.2205 | 46.0317 | 41.1067 | 36.2205 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.4139 | 3.9387 | 1.2933 | 1.6204 | 2.5577 | 0.9453 |
Largest Winning Trade | 379550 | 379550 | 44195 | 948761 | 948761 | 251909 |
Largest Losing Trade | -62880 | -27137 | -62880 | -721400 | -206826 | -721400 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 4938 | 2409 | 2529 | 4938 | 2409 | 2529 |
Profit Streak | 38.2784 | 38.2784 | 50.2784 | 38.2784 | 38.2784 | 50.2784 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336803 | 218225 | -438989 | -152808 | -51191 | -581698 |
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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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