Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642905.3111 | 495835.5626 | 147069.7485 | 1478018.9404 | 1203451.9484 | 274566.9919 |
Total P&L (%) | 642.9053 | 495.8356 | 147.0697 | 1478.0189 | 1203.4519 | 274.567 |
Avg Daily Profit (%) | 0.3444 | 0.2656 | 0.0788 | 0.1479 | 0.1376 | 0.0708 |
Buy And Hold Return (%) | 61.758 | 61.758 | 61.758 | 61.758 | 61.758 | 61.758 |
Max Trade Drawdown | -119301 | -103337 | -87650 | -604606 | -547709 | -367826 |
Profit Factor | 1.7637 | 2.0297 | 1.4082 | 1.3913 | 1.5355 | 1.1795 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 48.6301 | 49.3151 | 47.9452 | 48.6301 | 49.3151 | 47.9452 |
Ratio Avg Win / Avg Loss | 1.8631 | 2.0861 | 1.5289 | 1.4697 | 1.5781 | 1.2806 |
Largest Winning Trade | 183004 | 183004 | 38002 | 570830 | 570830 | 228688 |
Largest Losing Trade | -46888 | -46888 | -25975 | -410069 | -410069 | -121847 |
Avg Bars in Trades | 22 | 30 | 15 | 22 | 30 | 15 |
Avg Bars in Winners | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Losers | 22 | 34 | 11 | 22 | 34 | 11 |
Bars Traded | 3346 | 2213 | 1133 | 3346 | 2213 | 1133 |
Profit Streak | 55.2364 | 55.7364 | 55.2364 | 55.2364 | 55.7364 | 55.2364 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494274 | -59623 | -162182 | 235089 | -77925 | -195275 |
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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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