Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773823.7784 | 693321.7652 | 80502.0132 | 2329013.1782 | 294921.5055 | 2034091.6727 |
Total P&L (%) | 773.8238 | 693.3218 | 80.502 | 2329.0132 | 294.9215 | 2034.0917 |
Avg Daily Profit (%) | 0.4099 | 0.3672 | 0.0426 | 0.1691 | 0.0728 | 0.1622 |
Buy And Hold Return (%) | 332.6484 | 332.6484 | 332.6484 | 332.6484 | 332.6484 | 332.6484 |
Max Trade Drawdown | -110546 | -144462 | -135213 | -2197513 | -2142533 | -917761 |
Profit Factor | 1.9606 | 2.6343 | 1.2111 | 1.1989 | 1.0416 | 1.4402 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 42.2619 | 35.7143 | 48.8095 | 42.2619 | 35.7143 | 48.8095 |
Ratio Avg Win / Avg Loss | 2.6786 | 4.7417 | 1.2702 | 1.638 | 1.8749 | 1.5104 |
Largest Winning Trade | 248099 | 248099 | 56337 | 1949828 | 1949828 | 1056820 |
Largest Losing Trade | -46146 | -19346 | -46146 | -586934 | -530889 | -586934 |
Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Winners | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 3660 | 1957 | 1703 | 3660 | 1957 | 1703 |
Profit Streak | 34.1416 | 40.6416 | 34.1416 | 34.1416 | 40.6416 | 34.1416 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287418 | 111805 | -302164 | 227769 | -440245 | 331333 |
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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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