Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907901.5285 | 883953.9654 | 23947.5631 | 540089.5915 | 362522.4198 | 177567.1717 |
Total P&L (%) | 907.9015 | 883.954 | 23.9476 | 540.0896 | 362.5224 | 177.5672 |
Avg Daily Profit (%) | 0.4199 | 0.4089 | 0.0111 | 0.0859 | 0.0709 | 0.0472 |
Buy And Hold Return (%) | 172.8921 | 172.8921 | 172.8921 | 172.8921 | 172.8921 | 172.8921 |
Max Trade Drawdown | -140337 | -156787 | -58532 | -1484461 | -1755329 | -334585 |
Profit Factor | 2.0523 | 2.2977 | 1.1319 | 1.0905 | 1.0712 | 1.2028 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 36.0544 | 27.3973 | 44.5946 | 36.0544 | 27.3973 | 44.5946 |
Ratio Avg Win / Avg Loss | 3.64 | 6.0889 | 1.4063 | 1.934 | 2.8386 | 1.4944 |
Largest Winning Trade | 336518 | 336518 | 32042 | 1195623 | 1195623 | 187364 |
Largest Losing Trade | -50099 | -50099 | -16521 | -786502 | -786502 | -103176 |
Avg Bars in Trades | 29 | 56 | 2 | 29 | 56 | 2 |
Avg Bars in Winners | 52 | 133 | 3 | 52 | 133 | 3 |
Avg Bars in Losers | 15 | 27 | 1 | 15 | 27 | 1 |
Bars Traded | 4270 | 4100 | 170 | 4270 | 4100 | 170 |
Profit Streak | 4.886 | 0 | 37.386 | 4.886 | 0 | 37.386 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306228 | -78267 | -485004 | -204898 | -336912 | -353444 |
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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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