Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505223.9078 | 432617.4017 | 72606.5061 | 1063356.6032 | 762692.0997 | 300664.5035 |
Total P&L (%) | 505.2239 | 432.6174 | 72.6065 | 1063.3566 | 762.6921 | 300.6645 |
Avg Daily Profit (%) | 0.2368 | 0.2028 | 0.034 | 0.1151 | 0.101 | 0.0651 |
Buy And Hold Return (%) | 157.9363 | 157.9363 | 157.9363 | 157.9363 | 157.9363 | 157.9363 |
Max Trade Drawdown | -146216 | -92580 | -170320 | -2129423 | -1246364 | -1742517 |
Profit Factor | 1.3709 | 1.563 | 1.1223 | 1.1011 | 1.1299 | 1.0646 |
Total Trades | 552 | 276 | 276 | 552 | 276 | 276 |
Winning Trades | 242 | 115 | 127 | 242 | 115 | 127 |
Losing Trades | 310 | 161 | 149 | 310 | 161 | 149 |
Profitability (%) | 43.8406 | 41.6667 | 46.0145 | 43.8406 | 41.6667 | 46.0145 |
Ratio Avg Win / Avg Loss | 1.7561 | 2.1883 | 1.3167 | 1.4104 | 1.5819 | 1.249 |
Largest Winning Trade | 108384 | 108384 | 26606 | 648073 | 648073 | 350813 |
Largest Losing Trade | -35616 | -33229 | -35616 | -443787 | -344501 | -443787 |
Avg Bars in Trades | 11 | 15 | 7 | 11 | 15 | 7 |
Avg Bars in Winners | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 6347 | 4291 | 2056 | 6347 | 4291 | 2056 |
Profit Streak | 8.7787 | 0 | 19.7787 | 8.7787 | 0 | 19.7787 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305363 | 181056 | -399051 | -147063 | -137708 | -262844 |
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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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