Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801793.7611 | 701358.6426 | 100435.1185 | 8203826.1915 | 9911051.2599 | -1707225.0684 |
Total P&L (%) | 801.7938 | 701.3586 | 100.4351 | 8203.8262 | 9911.0513 | -1707.2251 |
Avg Daily Profit (%) | 0.3207 | 0.2805 | 0.0402 | 0.1769 | 0.1844 | 0 |
Buy And Hold Return (%) | 841.6626 | 841.6626 | 841.6626 | 841.6626 | 841.6626 | 841.6626 |
Max Trade Drawdown | -130788 | -80029 | -122895 | -8089622 | -6391276 | -8037312 |
Profit Factor | 2.1861 | 3.7062 | 1.241 | 1.2985 | 1.8179 | 0.8889 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 49.1429 | 47.7273 | 50.5747 | 49.1429 | 47.7273 | 50.5747 |
Ratio Avg Win / Avg Loss | 2.2624 | 4.0592 | 1.2128 | 1.3438 | 1.991 | 0.8687 |
Largest Winning Trade | 154055 | 154055 | 46005 | 4146303 | 4146303 | 2661129 |
Largest Losing Trade | -54354 | -25915 | -54354 | -2901411 | -2206630 | -2901411 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Losers | 33 | 29 | 36 | 33 | 29 | 36 |
Bars Traded | 7040 | 3016 | 4024 | 7040 | 3016 | 4024 |
Profit Streak | 164.925 | 164.925 | 178.2583 | 164.925 | 164.925 | 178.2583 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150583 | -150441 | -304579 | 355716 | 400209 | -580054 |
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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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