Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612996.6277 | 504309.37 | 108687.2577 | 1058266.7724 | 714847.5078 | 343419.2646 |
Total P&L (%) | 612.9966 | 504.3094 | 108.6873 | 1058.2668 | 714.8475 | 343.4193 |
Avg Daily Profit (%) | 0.2449 | 0.2015 | 0.0434 | 0.0979 | 0.0838 | 0.0595 |
Buy And Hold Return (%) | 39.313 | 39.313 | 39.313 | 39.313 | 39.313 | 39.313 |
Max Trade Drawdown | -118824 | -84996 | -157501 | -836149 | -583765 | -451310 |
Profit Factor | 1.5131 | 1.7932 | 1.1945 | 1.2067 | 1.2555 | 1.1479 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 43.1624 | 41.0256 | 45.2991 | 43.1624 | 41.0256 | 45.2991 |
Ratio Avg Win / Avg Loss | 1.9925 | 2.5777 | 1.4424 | 1.5891 | 1.8048 | 1.3862 |
Largest Winning Trade | 133399 | 133399 | 37216 | 464977 | 464977 | 247740 |
Largest Losing Trade | -44192 | -35160 | -44192 | -253643 | -253643 | -240222 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 46 | 48 | 43 | 46 | 48 | 43 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 7450 | 3885 | 3565 | 7450 | 3885 | 3565 |
Profit Streak | 40.7229 | 108.0562 | 40.7229 | 40.7229 | 108.0562 | 40.7229 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376970 | 326591 | -146362 | -61681 | -82063 | -172768 |
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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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