Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001223.1103 | 938607.0361 | 62616.0743 | 1398594.759 | 924360.1044 | 474234.6547 |
Total P&L (%) | 1001.2231 | 938.607 | 62.6161 | 1398.5948 | 924.3601 | 474.2347 |
Avg Daily Profit (%) | 0.5594 | 0.5245 | 0.035 | 0.1514 | 0.1301 | 0.0977 |
Buy And Hold Return (%) | 342.4852 | 342.4852 | 342.4852 | 342.4852 | 342.4852 | 342.4852 |
Max Trade Drawdown | -111030 | -143819 | -146212 | -2635574 | -2465790 | -1993350 |
Profit Factor | 1.886 | 2.6006 | 1.1152 | 1.0892 | 1.111 | 1.0645 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 114 | 50 | 64 | 114 | 50 | 64 |
Losing Trades | 178 | 96 | 82 | 178 | 96 | 82 |
Profitability (%) | 39.0411 | 34.2466 | 43.8356 | 39.0411 | 34.2466 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.9448 | 4.9932 | 1.4288 | 1.7007 | 2.1331 | 1.3639 |
Largest Winning Trade | 349521 | 349521 | 44399 | 2462411 | 2462411 | 659721 |
Largest Losing Trade | -34672 | -27538 | -34672 | -983039 | -613000 | -983039 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 5203 | 2595 | 2608 | 5203 | 2595 | 2608 |
Profit Streak | 21.8476 | 24.5143 | 21.8476 | 21.8476 | 24.5143 | 21.8476 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378756 | 267839 | -407498 | -116822 | -124622 | -259944 |
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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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