Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057752.8182 | 985706.4071 | 72046.4111 | 1286772.8079 | 449414.8791 | 837357.9288 |
Total P&L (%) | 1057.7528 | 985.7064 | 72.0464 | 1286.7728 | 449.4149 | 837.3579 |
Avg Daily Profit (%) | 0.5814 | 0.5418 | 0.0396 | 0.1446 | 0.0937 | 0.1231 |
Buy And Hold Return (%) | 360.5343 | 360.5343 | 360.5343 | 360.5343 | 360.5343 | 360.5343 |
Max Trade Drawdown | -115077 | -139639 | -43848 | -3082732 | -3042649 | -1157960 |
Profit Factor | 2.2018 | 2.5048 | 1.32 | 1.0905 | 1.043 | 1.2228 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 94 | 41 | 53 | 94 | 41 | 53 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 52.2222 | 45.5556 | 58.8889 | 52.2222 | 45.5556 | 58.8889 |
Ratio Avg Win / Avg Loss | 2.0144 | 2.9935 | 0.9215 | 0.9977 | 1.2465 | 0.8537 |
Largest Winning Trade | 401281 | 401281 | 19572 | 2046768 | 2046768 | 601107 |
Largest Losing Trade | -43140 | -43140 | -17455 | -914798 | -914798 | -432835 |
Avg Bars in Trades | 29 | 53 | 5 | 29 | 53 | 5 |
Avg Bars in Winners | 33 | 70 | 4 | 33 | 70 | 4 |
Avg Bars in Losers | 26 | 40 | 7 | 26 | 40 | 7 |
Bars Traded | 5371 | 4844 | 527 | 5371 | 4844 | 527 |
Profit Streak | 26.5305 | 107.8639 | 26.5305 | 26.5305 | 107.8639 | 26.5305 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551817 | 423835 | -305110 | -121750 | -330836 | -32940 |
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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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