Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410923.9433 | 343102.4086 | 67821.5346 | 2848337.4572 | 2013976.896 | 834360.5613 |
Total P&L (%) | 410.9239 | 343.1024 | 67.8215 | 2848.3375 | 2013.9769 | 834.3606 |
Avg Daily Profit (%) | 0.5009 | 0.4182 | 0.0827 | 0.4133 | 0.3726 | 0.2728 |
Buy And Hold Return (%) | 407.722 | 407.722 | 407.722 | 407.722 | 407.722 | 407.722 |
Max Trade Drawdown | -86148 | -84479 | -23598 | -1529403 | -1522290 | -421468 |
Profit Factor | 1.8908 | 2.2847 | 1.3492 | 1.4333 | 1.4531 | 1.3921 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 258 | 147 | 111 | 258 | 147 | 111 |
Losing Trades | 77 | 20 | 57 | 77 | 20 | 57 |
Profitability (%) | 77.0149 | 88.024 | 66.0714 | 77.0149 | 88.024 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.5643 | 0.3108 | 0.6928 | 0.4278 | 0.1977 | 0.7149 |
Largest Winning Trade | 16184 | 16184 | 9735 | 221553 | 221553 | 151684 |
Largest Losing Trade | -34863 | -34863 | -20003 | -629492 | -629492 | -387205 |
Avg Bars in Trades | 26 | 44 | 9 | 26 | 44 | 9 |
Avg Bars in Winners | 13 | 20 | 4 | 13 | 20 | 4 |
Avg Bars in Losers | 72 | 228 | 17 | 72 | 228 | 17 |
Bars Traded | 9017 | 7502 | 1515 | 9017 | 7502 | 1515 |
Profit Streak | 17.2272 | 20.2272 | 17.2272 | 17.2272 | 20.2272 | 17.2272 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145268 | -147984 | -245890 | 581229 | 511705 | 173267 |
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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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