Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628386.3469 | 489857.5676 | 138528.7793 | 4791488.9965 | 3690408.2306 | 1101080.7659 |
Total P&L (%) | 628.3863 | 489.8576 | 138.5288 | 4791.489 | 3690.4082 | 1101.0808 |
Avg Daily Profit (%) | 0.3342 | 0.2606 | 0.0737 | 0.2071 | 0.1935 | 0.1323 |
Buy And Hold Return (%) | 180.472 | 180.472 | 180.472 | 180.472 | 180.472 | 180.472 |
Max Trade Drawdown | -95826 | -58018 | -74467 | -3890533 | -1804996 | -3292136 |
Profit Factor | 2.0582 | 2.7116 | 1.4504 | 1.3726 | 1.5892 | 1.1669 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 44.4444 | 45.8333 | 43.0556 | 44.4444 | 45.8333 | 43.0556 |
Ratio Avg Win / Avg Loss | 2.5728 | 3.2046 | 1.9182 | 1.7158 | 1.8782 | 1.5434 |
Largest Winning Trade | 145239 | 145239 | 54146 | 1903311 | 1903311 | 1114395 |
Largest Losing Trade | -24351 | -19671 | -24351 | -983330 | -678694 | -983330 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 58 | 55 | 62 | 58 | 55 | 62 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 5491 | 2724 | 2767 | 5491 | 2724 | 2767 |
Profit Streak | 50.4392 | 0 | 56.1059 | 50.4392 | 0 | 56.1059 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331205 | -71131 | -339819 | 306810 | -70133 | -133967 |
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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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