Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768304.4728 | 698697.8698 | 69606.603 | 2414171.0686 | 1557411.6063 | 856759.4624 |
Total P&L (%) | 768.3045 | 698.6979 | 69.6066 | 2414.1711 | 1557.4116 | 856.7595 |
Avg Daily Profit (%) | 0.4095 | 0.3724 | 0.0371 | 0.172 | 0.1498 | 0.1204 |
Buy And Hold Return (%) | 179.5657 | 179.5657 | 179.5657 | 179.5657 | 179.5657 | 179.5657 |
Max Trade Drawdown | -88256 | -58514 | -115426 | -1184102 | -1031707 | -610771 |
Profit Factor | 2.1921 | 3.3675 | 1.1992 | 1.3565 | 1.4306 | 1.2716 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Profitability (%) | 39.2308 | 40 | 38.4615 | 39.2308 | 40 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.3956 | 5.0513 | 1.9188 | 2.1013 | 2.1459 | 2.0345 |
Largest Winning Trade | 227484 | 227484 | 64948 | 1377622 | 1377622 | 719233 |
Largest Losing Trade | -23872 | -18100 | -23872 | -433262 | -400816 | -433262 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 75 | 59 | 92 | 75 | 59 | 92 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 5530 | 2362 | 3168 | 5530 | 2362 | 3168 |
Profit Streak | 29.4068 | 31.0734 | 0 | 29.4068 | 31.0734 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313967 | -121675 | -445819 | 217277 | -126027 | -168771 |
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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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