Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683836.2599 | 548373.63 | 135462.6299 | 5942007.2421 | 4171738.4771 | 1770268.765 |
Total P&L (%) | 683.8363 | 548.3736 | 135.4626 | 5942.0072 | 4171.7385 | 1770.2688 |
Avg Daily Profit (%) | 0.2735 | 0.2193 | 0.0542 | 0.1642 | 0.1503 | 0.1172 |
Buy And Hold Return (%) | 350.1867 | 350.1867 | 350.1867 | 350.1867 | 350.1867 | 350.1867 |
Max Trade Drawdown | -102150 | -105578 | -40840 | -1951218 | -1994253 | -894579 |
Profit Factor | 1.9525 | 2.0672 | 1.6636 | 1.5103 | 1.4655 | 1.66 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 149 | 80 | 69 | 149 | 80 | 69 |
Losing Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Profitability (%) | 64.7826 | 69.5652 | 60 | 64.7826 | 69.5652 | 60 |
Ratio Avg Win / Avg Loss | 1.0614 | 0.9044 | 1.1091 | 0.821 | 0.6411 | 1.1067 |
Largest Winning Trade | 54836 | 54836 | 18602 | 1582662 | 1582662 | 381205 |
Largest Losing Trade | -64359 | -64359 | -13944 | -1842256 | -1842256 | -356587 |
Avg Bars in Trades | 43 | 79 | 6 | 43 | 79 | 6 |
Avg Bars in Winners | 28 | 46 | 7 | 28 | 46 | 7 |
Avg Bars in Losers | 70 | 156 | 4 | 70 | 156 | 4 |
Bars Traded | 9915 | 9187 | 728 | 9915 | 9187 | 728 |
Profit Streak | 57.9514 | 57.9514 | 58.7014 | 57.9514 | 57.9514 | 58.7014 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293716 | 87164 | -282417 | 415185 | 356038 | -33494 |
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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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