Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964363.0541 | 1024196.2323 | -59833.1782 | 151909.7235 | 482471.9255 | -330562.202 |
Total P&L (%) | 964.3631 | 1024.1962 | -59.8332 | 151.9097 | 482.4719 | -330.5622 |
Avg Daily Profit (%) | 0.5312 | 0.5641 | -0.033 | 0.0509 | 0.0971 | 0 |
Buy And Hold Return (%) | 647.2358 | 647.2358 | 647.2358 | 647.2358 | 647.2358 | 647.2358 |
Max Trade Drawdown | -155265 | -84108 | -146166 | -464615 | -234646 | -392011 |
Profit Factor | 2.2211 | 4.1041 | 0.8699 | 1.0931 | 1.7498 | 0.6657 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 51.3514 | 47.8261 | 54.8387 | 51.3514 | 47.8261 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.1042 | 4.4772 | 0.7164 | 1.0355 | 1.9089 | 0.5482 |
Largest Winning Trade | 546894 | 546894 | 75081 | 324128 | 324128 | 130504 |
Largest Losing Trade | -70900 | -42592 | -70900 | -135804 | -74295 | -135804 |
Avg Bars in Trades | 57 | 55 | 60 | 57 | 55 | 60 |
Avg Bars in Winners | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Losers | 41 | 36 | 47 | 41 | 36 | 47 |
Bars Traded | 10721 | 5140 | 5581 | 10721 | 5140 | 5581 |
Profit Streak | 4.1886 | 5.1886 | 4.1886 | 4.1886 | 5.1886 | 4.1886 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 136326 | 311152 | -580038 | -406825 | -225764 | -580038 |
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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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