Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404819.9944 | 298598.9839 | 106221.0105 | 1803120.0849 | 1434825.9864 | 368294.0985 |
Total P&L (%) | 404.82 | 298.599 | 106.221 | 1803.1201 | 1434.826 | 368.2941 |
Avg Daily Profit (%) | 0.3886 | 0.2867 | 0.102 | 0.2832 | 0.2625 | 0.1483 |
Buy And Hold Return (%) | 160.6918 | 160.6918 | 160.6918 | 160.6918 | 160.6918 | 160.6918 |
Max Trade Drawdown | -122210 | -47518 | -83669 | -4799892 | -1791772 | -3378119 |
Profit Factor | 1.7824 | 2.161 | 1.4082 | 1.1314 | 1.207 | 1.0543 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 51.5152 | 52.1739 | 50.8621 | 51.5152 | 52.1739 | 50.8621 |
Ratio Avg Win / Avg Loss | 1.6775 | 1.9809 | 1.3605 | 1.0649 | 1.1064 | 1.0185 |
Largest Winning Trade | 70301 | 70301 | 34990 | 1319389 | 1319389 | 1019132 |
Largest Losing Trade | -19794 | -16301 | -19794 | -1013332 | -556824 | -1013332 |
Avg Bars in Trades | 104 | 95 | 113 | 104 | 95 | 113 |
Avg Bars in Winners | 118 | 102 | 134 | 118 | 102 | 134 |
Avg Bars in Losers | 90 | 88 | 92 | 90 | 88 | 92 |
Bars Traded | 24167 | 10996 | 13171 | 24167 | 10996 | 13171 |
Profit Streak | 10.8677 | 23.201 | 10.8677 | 10.8677 | 23.201 | 10.8677 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416712 | 205492 | -221366 | -64695 | 329660 | -160301 |
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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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