Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972531.3386 | 1115536.2252 | -143004.8866 | -51895.5606 | 724985.907 | -776881.4676 |
Total P&L (%) | 972.5313 | 1115.5362 | -143.0049 | -51.8956 | 724.9859 | -776.8815 |
Avg Daily Profit (%) | 0.4391 | 0.5037 | -0.0646 | -0.033 | 0.0953 | 0 |
Buy And Hold Return (%) | 514.7036 | 514.7036 | 514.7036 | 514.7036 | 514.7036 | 514.7036 |
Max Trade Drawdown | -143094 | -105181 | -228372 | -1339696 | -805482 | -931725 |
Profit Factor | 1.6344 | 2.6708 | 0.8348 | 0.9881 | 1.3657 | 0.6736 |
Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
Winning Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Losing Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Profitability (%) | 45.768 | 45.625 | 45.912 | 45.768 | 45.625 | 45.912 |
Ratio Avg Win / Avg Loss | 1.9366 | 3.183 | 0.9834 | 1.1708 | 1.6277 | 0.7936 |
Largest Winning Trade | 890053 | 890053 | 47213 | 1234120 | 1234120 | 183563 |
Largest Losing Trade | -45034 | -31386 | -45034 | -325763 | -325763 | -277066 |
Avg Bars in Trades | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Winners | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Losers | 15 | 13 | 18 | 15 | 13 | 18 |
Bars Traded | 6528 | 2599 | 3929 | 6528 | 2599 | 3929 |
Profit Streak | 16.9482 | 31.9482 | 16.9482 | 16.9482 | 31.9482 | 16.9482 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263881 | 371361 | -581241 | -577331 | -102001 | -581241 |
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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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