Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538892.5689 | 519844.3077 | 19048.2612 | 75684.119 | 157206.3949 | -81522.276 |
Total P&L (%) | 538.8926 | 519.8443 | 19.0483 | 75.6841 | 157.2064 | -81.5223 |
Avg Daily Profit (%) | 0.2969 | 0.2864 | 0.0105 | 0.0311 | 0.0521 | -0.093 |
Buy And Hold Return (%) | 154.2019 | 154.2019 | 154.2019 | 154.2019 | 154.2019 | 154.2019 |
Max Trade Drawdown | -146229 | -92112 | -91881 | -201442 | -140426 | -122693 |
Profit Factor | 1.6684 | 2.2893 | 1.0473 | 1.1012 | 1.4339 | 0.7886 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 50 | 48.4375 | 51.5625 | 50 | 48.4375 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.6684 | 2.437 | 0.9838 | 1.1012 | 1.5265 | 0.7408 |
Largest Winning Trade | 363136 | 363136 | 67507 | 105389 | 105389 | 43760 |
Largest Losing Trade | -50408 | -50408 | -40798 | -47715 | -47715 | -43906 |
Avg Bars in Trades | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 23 | 27 | 19 | 23 | 27 | 19 |
Bars Traded | 3300 | 1734 | 1566 | 3300 | 1734 | 1566 |
Profit Streak | 30.1541 | 101.6541 | 30.1541 | 30.1541 | 101.6541 | 30.1541 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414289 | -127722 | -652502 | -424248 | -419165 | -718475 |
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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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