Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540031.9924 | 456549.0268 | 83482.9656 | 1506002.3326 | 1166765.8547 | 339236.4779 |
Total P&L (%) | 540.032 | 456.549 | 83.483 | 1506.0023 | 1166.7659 | 339.2365 |
Avg Daily Profit (%) | 0.2525 | 0.2135 | 0.039 | 0.1299 | 0.1188 | 0.0692 |
Buy And Hold Return (%) | 190.3923 | 190.3923 | 190.3923 | 190.3923 | 190.3923 | 190.3923 |
Max Trade Drawdown | -130655 | -120784 | -58053 | -1049512 | -1069716 | -947458 |
Profit Factor | 1.5616 | 1.8647 | 1.1926 | 1.1773 | 1.2351 | 1.096 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 180 | 91 | 89 | 180 | 91 | 89 |
Profitability (%) | 43.9252 | 43.125 | 44.7205 | 43.9252 | 43.125 | 44.7205 |
Ratio Avg Win / Avg Loss | 1.9936 | 2.4593 | 1.4741 | 1.5029 | 1.6289 | 1.3548 |
Largest Winning Trade | 158100 | 158100 | 47032 | 815220 | 815220 | 314189 |
Largest Losing Trade | -43597 | -43597 | -21396 | -391412 | -391412 | -218454 |
Avg Bars in Trades | 13 | 19 | 7 | 13 | 19 | 7 |
Avg Bars in Winners | 17 | 27 | 8 | 17 | 27 | 8 |
Avg Bars in Losers | 9 | 13 | 6 | 9 | 13 | 6 |
Bars Traded | 4228 | 3086 | 1142 | 4228 | 3086 | 1142 |
Profit Streak | 33.3215 | 33.8215 | 33.3215 | 33.3215 | 33.8215 | 33.3215 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310063 | 196844 | -316198 | -42998 | -35342 | -224688 |
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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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