Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665737.5528 | 582763.0358 | 82974.517 | 2313096.113 | 1445615.5943 | 867480.5187 |
Total P&L (%) | 665.7376 | 582.763 | 82.9745 | 2313.0961 | 1445.6156 | 867.4805 |
Avg Daily Profit (%) | 0.4115 | 0.3602 | 0.0513 | 0.1969 | 0.1694 | 0.1404 |
Buy And Hold Return (%) | 25.7303 | 25.7303 | 25.7303 | 25.7303 | 25.7303 | 25.7303 |
Max Trade Drawdown | -103108 | -56451 | -136324 | -1983705 | -1172454 | -1306127 |
Profit Factor | 2.0023 | 2.7426 | 1.2516 | 1.3996 | 1.4615 | 1.3267 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Losing Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Profitability (%) | 37.8151 | 43.3333 | 32.2034 | 37.8151 | 43.3333 | 32.2034 |
Ratio Avg Win / Avg Loss | 3.2926 | 3.5864 | 2.6349 | 2.3016 | 1.9112 | 2.793 |
Largest Winning Trade | 158541 | 158541 | 71593 | 1245234 | 1245234 | 433241 |
Largest Losing Trade | -39988 | -27027 | -39988 | -684140 | -684140 | -655816 |
Avg Bars in Trades | 159 | 152 | 166 | 159 | 152 | 166 |
Avg Bars in Winners | 291 | 272 | 318 | 291 | 272 | 318 |
Avg Bars in Losers | 78 | 60 | 93 | 78 | 60 | 93 |
Bars Traded | 18943 | 9141 | 9802 | 18943 | 9141 | 9802 |
Profit Streak | 499.6673 | 521.6673 | 0 | 499.6673 | 521.6673 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353203 | -156548 | -310321 | 215175 | -161231 | -187756 |
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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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