Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570416.1229 | 488298.121 | 82118.0019 | 670058.8623 | 920115.4457 | -250056.5834 |
Total P&L (%) | 570.4161 | 488.2981 | 82.118 | 670.0589 | 920.1154 | -250.0566 |
Avg Daily Profit (%) | 0.3064 | 0.2623 | 0.0441 | 0.1097 | 0.1248 | 0 |
Buy And Hold Return (%) | 75.5348 | 75.5348 | 75.5348 | 75.5348 | 75.5348 | 75.5348 |
Max Trade Drawdown | -126832 | -149608 | -102507 | -3142985 | -3091848 | -1129749 |
Profit Factor | 1.7056 | 2.4153 | 1.1772 | 1.067 | 1.1901 | 0.9515 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 51.1905 | 47.619 | 54.7619 | 51.1905 | 47.619 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.6262 | 2.6569 | 0.9725 | 1.0174 | 1.3091 | 0.786 |
Largest Winning Trade | 202941 | 202941 | 46137 | 1200059 | 1200059 | 431768 |
Largest Losing Trade | -53940 | -42008 | -53940 | -1429827 | -1429827 | -688001 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 3611 | 1882 | 1729 | 3611 | 1882 | 1729 |
Profit Streak | 28.7803 | 28.7803 | 81.2803 | 28.7803 | 28.7803 | 81.2803 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538444 | 430604 | -297959 | -190122 | -37831 | -578799 |
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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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