Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326685.2539 | 291601.6986 | 35083.5553 | 1022828.2644 | 503302.4684 | 519525.796 |
Total P&L (%) | 326.6853 | 291.6017 | 35.0836 | 1022.8283 | 503.3025 | 519.5258 |
Avg Daily Profit (%) | 0.2611 | 0.2331 | 0.028 | 0.1935 | 0.1438 | 0.1459 |
Buy And Hold Return (%) | 77.6862 | 77.6862 | 77.6862 | 77.6862 | 77.6862 | 77.6862 |
Max Trade Drawdown | -208287 | -51269 | -213295 | -613757 | -613757 | -292944 |
Profit Factor | 1.6265 | 2.9132 | 1.0951 | 1.7249 | 1.6526 | 1.812 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 101 | 51 | 50 | 97 | 51 | 46 |
Losing Trades | 16 | 7 | 9 | 20 | 7 | 13 |
Profitability (%) | 86.3248 | 87.931 | 84.7458 | 82.906 | 87.931 | 77.9661 |
Ratio Avg Win / Avg Loss | 0.2577 | 0.3999 | 0.1971 | 0.3557 | 0.2268 | 0.5121 |
Largest Winning Trade | 26674 | 26674 | 23154 | 133316 | 125750 | 133316 |
Largest Losing Trade | -143487 | -51269 | -143487 | -613757 | -613757 | -201274 |
Avg Bars in Trades | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Winners | 10 | 13 | 8 | 14 | 16 | 11 |
Avg Bars in Losers | 80 | 107 | 58 | 49 | 81 | 32 |
Bars Traded | 2367 | 1420 | 946 | 2367 | 1420 | 946 |
Profit Streak | 42.8538 | 168.3538 | 42.8538 | 42.8538 | 168.3538 | 42.8538 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480406 | -165373 | -609447 | 542903 | -174315 | -168770 |
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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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