Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290665.5273 | 1237237.0138 | 53428.5135 | 3131127.1021 | 2859890.8323 | 271236.2699 |
Total P&L (%) | 1290.6655 | 1237.237 | 53.4285 | 3131.1271 | 2859.8908 | 271.2363 |
Avg Daily Profit (%) | 0.7072 | 0.6779 | 0.0293 | 0.1906 | 0.1858 | 0.0719 |
Buy And Hold Return (%) | 685.4274 | 685.4274 | 685.4274 | 685.4274 | 685.4274 | 685.4274 |
Max Trade Drawdown | -181793 | -138082 | -127773 | -1744149 | -730505 | -1061914 |
Profit Factor | 3.0827 | 5.2632 | 1.1622 | 1.6688 | 2.3777 | 1.1041 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 42 | 41.3333 | 42.6667 | 42 | 41.3333 | 42.6667 |
Ratio Avg Win / Avg Loss | 4.2571 | 7.4703 | 1.5616 | 2.3045 | 3.3748 | 1.4836 |
Largest Winning Trade | 656813 | 656813 | 75157 | 1180658 | 1112833 | 1180658 |
Largest Losing Trade | -34755 | -30066 | -34755 | -498619 | -498619 | -375649 |
Avg Bars in Trades | 47 | 43 | 50 | 47 | 43 | 50 |
Avg Bars in Winners | 83 | 76 | 90 | 83 | 76 | 90 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 7083 | 3266 | 3817 | 7083 | 3266 | 3817 |
Profit Streak | 25.4335 | 0 | 28.1835 | 25.4335 | 0 | 28.1835 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317207 | -48406 | -419867 | 274283 | -49951 | -428023 |
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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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