Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975122.4328 | 908347.3323 | 66775.1004 | 1909257.3985 | 693688.278 | 1215569.1206 |
Total P&L (%) | 975.1224 | 908.3473 | 66.7751 | 1909.2574 | 693.6883 | 1215.5691 |
Avg Daily Profit (%) | 0.5173 | 0.4819 | 0.0354 | 0.1593 | 0.11 | 0.1368 |
Buy And Hold Return (%) | 300.4031 | 300.4031 | 300.4031 | 300.4031 | 300.4031 | 300.4031 |
Max Trade Drawdown | -147835 | -92744 | -140139 | -1625832 | -1453122 | -499744 |
Profit Factor | 2.2897 | 3.302 | 1.1847 | 1.3185 | 1.1879 | 1.5276 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 34.1935 | 32.4675 | 35.8974 | 34.1935 | 32.4675 | 35.8974 |
Ratio Avg Win / Avg Loss | 4.4065 | 6.8681 | 2.1156 | 2.5374 | 2.4709 | 2.7279 |
Largest Winning Trade | 507026 | 507026 | 45485 | 1139793 | 1139793 | 401537 |
Largest Losing Trade | -38227 | -38227 | -33072 | -397722 | -397722 | -205338 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 49 | 54 | 45 | 49 | 54 | 45 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 3652 | 2028 | 1624 | 3652 | 2028 | 1624 |
Profit Streak | 67.1106 | 67.1106 | 69.6106 | 67.1106 | 67.1106 | 69.6106 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307500 | -34270 | -366280 | 176155 | -111254 | -48284 |
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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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