Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570787.2838 | 504913.5041 | 65873.7797 | 596535.9008 | 932962.1352 | -336426.2343 |
Total P&L (%) | 570.7873 | 504.9135 | 65.8738 | 596.5359 | 932.9621 | -336.4262 |
Avg Daily Profit (%) | 0.3089 | 0.2733 | 0.0357 | 0.1051 | 0.1265 | 0 |
Buy And Hold Return (%) | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 | 32.6286 |
Max Trade Drawdown | -116870 | -126347 | -91982 | -2558709 | -2684042 | -1865862 |
Profit Factor | 1.485 | 1.7685 | 1.1267 | 1.0329 | 1.0909 | 0.9574 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 51.2579 | 48.4277 | 54.0881 | 51.2579 | 48.4277 | 54.0881 |
Ratio Avg Win / Avg Loss | 1.4121 | 1.8834 | 0.9564 | 0.9822 | 1.1617 | 0.8127 |
Largest Winning Trade | 182082 | 182082 | 41874 | 1857709 | 1857709 | 661078 |
Largest Losing Trade | -44645 | -44645 | -38065 | -1111852 | -1111852 | -888697 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 7151 | 3884 | 3266 | 7151 | 3884 | 3266 |
Profit Streak | 4.3981 | 0 | 7.6481 | 4.3981 | 0 | 7.6481 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447776 | 430605 | -233082 | -236058 | -144385 | -579015 |
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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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