Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629837.3117 | 557466.1347 | 72371.177 | 1448939.7901 | 1063482.8395 | 385456.9506 |
Total P&L (%) | 629.8373 | 557.4661 | 72.3712 | 1448.9398 | 1063.4828 | 385.457 |
Avg Daily Profit (%) | 0.2514 | 0.2226 | 0.0289 | 0.1095 | 0.098 | 0.0631 |
Buy And Hold Return (%) | 182.2011 | 182.2011 | 182.2011 | 182.2011 | 182.2011 | 182.2011 |
Max Trade Drawdown | -139065 | -61028 | -96030 | -5694606 | -2988743 | -4394115 |
Profit Factor | 1.5958 | 2.2086 | 1.1214 | 1.0665 | 1.1113 | 1.0315 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 45.4545 | 43.7956 | 47.1014 | 45.4545 | 43.7956 | 47.1014 |
Ratio Avg Win / Avg Loss | 1.9149 | 2.8344 | 1.2595 | 1.2798 | 1.4261 | 1.1584 |
Largest Winning Trade | 183123 | 183123 | 43831 | 1706581 | 1457155 | 1706581 |
Largest Losing Trade | -45583 | -27628 | -45583 | -2732336 | -773044 | -2732336 |
Avg Bars in Trades | 53 | 39 | 68 | 53 | 39 | 68 |
Avg Bars in Winners | 68 | 49 | 86 | 68 | 49 | 86 |
Avg Bars in Losers | 41 | 31 | 51 | 41 | 31 | 51 |
Bars Traded | 14777 | 5367 | 9411 | 14777 | 5367 | 9411 |
Profit Streak | 45.4246 | 0 | 47.0913 | 45.4246 | 0 | 47.0913 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324068 | 243769 | -407765 | -193626 | -163193 | -301440 |
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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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