Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761309.9908 | 691313.7159 | 69996.2749 | 2264345.2717 | 456046.2949 | 1808298.9768 |
Total P&L (%) | 761.31 | 691.3137 | 69.9963 | 2264.3453 | 456.0463 | 1808.299 |
Avg Daily Profit (%) | 0.3045 | 0.2765 | 0.028 | 0.1266 | 0.0687 | 0.118 |
Buy And Hold Return (%) | 299.3056 | 299.3056 | 299.3056 | 299.3056 | 299.3056 | 299.3056 |
Max Trade Drawdown | -106086 | -63164 | -119236 | -1469858 | -1224439 | -631649 |
Profit Factor | 1.9916 | 2.8455 | 1.178 | 1.2765 | 1.0953 | 1.5311 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 48.7342 | 45.5696 | 51.8987 | 48.7342 | 45.5696 | 51.8987 |
Ratio Avg Win / Avg Loss | 2.095 | 3.3988 | 1.0918 | 1.3428 | 1.3083 | 1.4191 |
Largest Winning Trade | 283936 | 283936 | 51248 | 890093 | 859515 | 890093 |
Largest Losing Trade | -33941 | -29052 | -33941 | -589402 | -589402 | -548155 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 4974 | 2433 | 2541 | 4974 | 2433 | 2541 |
Profit Streak | 12.1815 | 20.6815 | 12.1815 | 12.1815 | 20.6815 | 12.1815 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382288 | -18828 | -372039 | -22223 | -255166 | -60262 |
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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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