Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433774.8406 | 341458.0465 | 92316.7942 | 836817.2612 | 126936.3618 | 709880.8994 |
Total P&L (%) | 433.7748 | 341.458 | 92.3168 | 836.8173 | 126.9364 | 709.8809 |
Avg Daily Profit (%) | 0.3556 | 0.2799 | 0.0757 | 0.1836 | 0.0672 | 0.1716 |
Buy And Hold Return (%) | 48.2834 | 48.2834 | 48.2834 | 48.2834 | 48.2834 | 48.2834 |
Max Trade Drawdown | -58192 | -80996 | -24922 | -595393 | -875434 | -163000 |
Profit Factor | 2.0356 | 2.1462 | 1.7633 | 1.3346 | 1.07 | 2.0318 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 33.758 | 25.641 | 41.7722 | 33.758 | 25.641 | 41.7722 |
Ratio Avg Win / Avg Loss | 3.9944 | 6.224 | 2.4579 | 2.6188 | 3.103 | 2.8322 |
Largest Winning Trade | 174856 | 174856 | 25106 | 375172 | 375172 | 272526 |
Largest Losing Trade | -19502 | -19502 | -9533 | -163504 | -163504 | -99738 |
Avg Bars in Trades | 22 | 37 | 7 | 22 | 37 | 7 |
Avg Bars in Winners | 44 | 96 | 13 | 44 | 96 | 13 |
Avg Bars in Losers | 11 | 17 | 3 | 11 | 17 | 3 |
Bars Traded | 3524 | 2944 | 580 | 3524 | 2944 | 580 |
Profit Streak | 31.1218 | 104.4551 | 31.1218 | 31.1218 | 104.4551 | 31.1218 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309725 | -47706 | -125385 | 183146 | -309152 | -17683 |
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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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