Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551819.6786 | 441856.292 | 109963.3866 | 593437.0028 | 1237930.3591 | -644493.3562 |
Total P&L (%) | 551.8197 | 441.8563 | 109.9634 | 593.437 | 1237.9304 | -644.4934 |
Avg Daily Profit (%) | 0.2931 | 0.2347 | 0.0584 | 0.1029 | 0.1378 | 0 |
Buy And Hold Return (%) | 16.2836 | 16.2836 | 16.2836 | 16.2836 | 16.2836 | 16.2836 |
Max Trade Drawdown | -210193 | -147905 | -69838 | -4324814 | -1957520 | -2628093 |
Profit Factor | 1.5844 | 1.9023 | 1.2419 | 1.0499 | 1.2246 | 0.899 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 45.4545 | 40.2597 | 50.6494 | 45.4545 | 40.2597 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.9012 | 2.8228 | 1.21 | 1.2599 | 1.8172 | 0.876 |
Largest Winning Trade | 142846 | 142846 | 47683 | 1121258 | 1121258 | 835674 |
Largest Losing Trade | -38632 | -33364 | -38632 | -1782914 | -906733 | -1782914 |
Avg Bars in Trades | 24 | 24 | 23 | 24 | 24 | 23 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3708 | 1897 | 1811 | 3708 | 1897 | 1811 |
Profit Streak | 34.1108 | 34.1108 | 135.6108 | 34.1108 | 34.1108 | 135.6108 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434748 | -33397 | -155590 | -220525 | -52797 | -620990 |
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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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