Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646919.2584 | 476820.7881 | 170098.4703 | 4253380.4933 | 3957604.4222 | 295776.0712 |
Total P&L (%) | 646.9193 | 476.8208 | 170.0985 | 4253.3805 | 3957.6044 | 295.7761 |
Avg Daily Profit (%) | 0.5241 | 0.3863 | 0.1378 | 0.3062 | 0.3005 | 0.1115 |
Buy And Hold Return (%) | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 |
Max Trade Drawdown | -96388 | -86452 | -48544 | -5443766 | -4218039 | -3038460 |
Profit Factor | 1.5912 | 1.8224 | 1.3307 | 1.1056 | 1.1867 | 1.0155 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 170 | 88 | 82 | 170 | 88 | 82 |
Losing Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Profitability (%) | 55.1948 | 57.1429 | 53.2468 | 55.1948 | 57.1429 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.2917 | 1.3668 | 1.1684 | 0.8975 | 0.89 | 0.8917 |
Largest Winning Trade | 116774 | 116774 | 29303 | 1381425 | 1381425 | 883404 |
Largest Losing Trade | -51312 | -51312 | -24910 | -2176703 | -2176703 | -905604 |
Avg Bars in Trades | 23 | 31 | 15 | 23 | 31 | 15 |
Avg Bars in Winners | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Losers | 21 | 33 | 11 | 21 | 33 | 11 |
Bars Traded | 7188 | 4798 | 2390 | 7188 | 4798 | 2390 |
Profit Streak | 4.0915 | 0 | 8.2582 | 4.0915 | 0 | 8.2582 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543550 | 458535 | -6716 | -94614 | -6730 | -247173 |
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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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