Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314588.8943 | 236879.6195 | 77709.2748 | 988480.3448 | 488147.2619 | 500333.0829 |
Total P&L (%) | 314.5889 | 236.8796 | 77.7093 | 988.4803 | 488.1473 | 500.3331 |
Avg Daily Profit (%) | 0.2097 | 0.1579 | 0.0518 | 0.1593 | 0.1182 | 0.1196 |
Buy And Hold Return (%) | 87.9652 | 87.9652 | 87.9652 | 87.9652 | 87.9652 | 87.9652 |
Max Trade Drawdown | -64233 | -71281 | -14845 | -869601 | -989082 | -104565 |
Profit Factor | 2.0596 | 1.9414 | 2.7158 | 1.3431 | 1.1925 | 2.4484 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Losing Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Profitability (%) | 73.4597 | 79.0476 | 67.9245 | 73.4597 | 79.0476 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.7441 | 0.5146 | 1.2825 | 0.4853 | 0.3161 | 1.1562 |
Largest Winning Trade | 25617 | 25617 | 17685 | 251797 | 251797 | 77868 |
Largest Losing Trade | -49436 | -49436 | -5467 | -698640 | -698640 | -57635 |
Avg Bars in Trades | 83 | 163 | 3 | 83 | 163 | 3 |
Avg Bars in Winners | 36 | 64 | 2 | 36 | 64 | 2 |
Avg Bars in Losers | 213 | 534 | 5 | 213 | 534 | 5 |
Bars Traded | 17516 | 17147 | 369 | 17516 | 17147 | 369 |
Profit Streak | 605.4444 | 605.6944 | 605.4444 | 605.4444 | 605.6944 | 605.4444 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408475 | 328992 | -282248 | 413076 | -42235 | -27107 |
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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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