Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670360.8236 | 655323.2443 | 15037.5793 | 514846.0438 | 288738.5457 | 226107.4981 |
Total P&L (%) | 670.3608 | 655.3232 | 15.0376 | 514.846 | 288.7385 | 226.1075 |
Avg Daily Profit (%) | 0.2677 | 0.2617 | 0.006 | 0.0726 | 0.0542 | 0.0472 |
Buy And Hold Return (%) | 281.0608 | 281.0608 | 281.0608 | 281.0608 | 281.0608 | 281.0608 |
Max Trade Drawdown | -148336 | -75164 | -131921 | -2801568 | -1540374 | -1299438 |
Profit Factor | 2.056 | 3.3741 | 1.0419 | 1.0743 | 1.0744 | 1.0742 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 52.2222 | 57.7778 | 46.6667 | 52.2222 | 57.7778 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.881 | 2.4657 | 1.1908 | 0.9829 | 0.7851 | 1.2277 |
Largest Winning Trade | 347592 | 347592 | 46636 | 1417371 | 1417371 | 664236 |
Largest Losing Trade | -63829 | -39152 | -63829 | -786415 | -786415 | -665411 |
Avg Bars in Trades | 160 | 173 | 148 | 160 | 173 | 148 |
Avg Bars in Winners | 205 | 193 | 221 | 205 | 193 | 221 |
Avg Bars in Losers | 111 | 144 | 85 | 111 | 144 | 85 |
Bars Traded | 14489 | 7785 | 6704 | 14489 | 7785 | 6704 |
Profit Streak | 87.7525 | 178.0858 | 87.7525 | 87.7525 | 178.0858 | 87.7525 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363376 | 459687 | -525674 | -242233 | -415710 | -435216 |
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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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