Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545027.0074 | 447559.5633 | 97467.4441 | 985626.1279 | 880783.1406 | 104842.9873 |
Total P&L (%) | 545.027 | 447.5596 | 97.4674 | 985.6261 | 880.7831 | 104.843 |
Avg Daily Profit (%) | 0.2282 | 0.1874 | 0.0408 | 0.0999 | 0.0956 | 0.03 |
Buy And Hold Return (%) | 78.6881 | 78.6881 | 78.6881 | 78.6881 | 78.6881 | 78.6881 |
Max Trade Drawdown | -179630 | -100946 | -153796 | -3494606 | -3254955 | -3229149 |
Profit Factor | 1.4219 | 1.8205 | 1.1306 | 1.0483 | 1.0942 | 1.0095 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 159 | 84 | 75 | 159 | 84 | 75 |
Losing Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Profitability (%) | 57.6087 | 60.8696 | 54.3478 | 57.6087 | 60.8696 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.0463 | 1.1703 | 0.9497 | 0.7714 | 0.7034 | 0.848 |
Largest Winning Trade | 52679 | 49949 | 52679 | 1296128 | 1088458 | 1296128 |
Largest Losing Trade | -31620 | -31620 | -30620 | -1290455 | -1172027 | -1290455 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Losers | 26 | 29 | 25 | 26 | 29 | 25 |
Bars Traded | 7045 | 3297 | 3748 | 7045 | 3297 | 3748 |
Profit Streak | 9.5464 | 11.2131 | 0 | 9.5464 | 11.2131 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447555 | 400205 | -307789 | -224874 | -181305 | -426243 |
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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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