Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800013.1204 | 778996.9188 | 21016.2016 | 337081.1582 | 311167.3315 | 25913.8266 |
Total P&L (%) | 800.0131 | 778.9969 | 21.0162 | 337.0812 | 311.1673 | 25.9138 |
Avg Daily Profit (%) | 0.4256 | 0.4144 | 0.0112 | 0.0785 | 0.0752 | 0.0123 |
Buy And Hold Return (%) | 129.7597 | 129.7597 | 129.7597 | 129.7597 | 129.7597 | 129.7597 |
Max Trade Drawdown | -165753 | -143947 | -63113 | -982270 | -793395 | -316634 |
Profit Factor | 2.2252 | 2.677 | 1.1115 | 1.0993 | 1.1273 | 1.0273 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 47.5936 | 45.1613 | 50 | 47.5936 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 2.4503 | 3.2506 | 1.1115 | 1.2104 | 1.3689 | 1.0273 |
Largest Winning Trade | 732365 | 732365 | 13981 | 647892 | 647892 | 85726 |
Largest Losing Trade | -31458 | -31458 | -23084 | -220540 | -220540 | -100881 |
Avg Bars in Trades | 58 | 110 | 6 | 58 | 110 | 6 |
Avg Bars in Winners | 77 | 157 | 6 | 77 | 157 | 6 |
Avg Bars in Losers | 40 | 71 | 7 | 40 | 71 | 7 |
Bars Traded | 10902 | 10255 | 647 | 10902 | 10255 | 647 |
Profit Streak | 181.1317 | 244.965 | 181.1317 | 181.1317 | 244.965 | 181.1317 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544549 | 486903 | -440171 | -201441 | -177993 | -531454 |
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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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