Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616188.008 | 497103.2096 | 119084.7984 | 3516284.1889 | 2843020.933 | 673263.2559 |
Total P&L (%) | 616.188 | 497.1032 | 119.0848 | 3516.2842 | 2843.0209 | 673.2633 |
Avg Daily Profit (%) | 0.3278 | 0.2645 | 0.0634 | 0.1911 | 0.1801 | 0.1089 |
Buy And Hold Return (%) | 180.472 | 180.472 | 180.472 | 180.472 | 180.472 | 180.472 |
Max Trade Drawdown | -77386 | -60074 | -98169 | -1169020 | -930468 | -1659712 |
Profit Factor | 2.0837 | 3.085 | 1.3606 | 1.4547 | 1.9327 | 1.1437 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 49.1667 | 51.6667 | 46.6667 | 49.1667 | 51.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.1543 | 2.886 | 1.555 | 1.5041 | 1.808 | 1.3071 |
Largest Winning Trade | 156462 | 156462 | 35158 | 918991 | 918991 | 611100 |
Largest Losing Trade | -29387 | -17817 | -29387 | -647030 | -316583 | -647030 |
Avg Bars in Trades | 90 | 94 | 86 | 90 | 94 | 86 |
Avg Bars in Winners | 126 | 122 | 131 | 126 | 122 | 131 |
Avg Bars in Losers | 55 | 64 | 47 | 55 | 64 | 47 |
Bars Traded | 10847 | 5659 | 5188 | 10847 | 5659 | 5188 |
Profit Streak | 126.7324 | 143.399 | 126.7324 | 126.7324 | 143.399 | 126.7324 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422226 | -157265 | -442064 | 413333 | -156464 | -281623 |
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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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