Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572382.136 | 489109.2772 | 83272.8589 | 920410.0889 | 1157945.8619 | -237535.773 |
Total P&L (%) | 572.3821 | 489.1093 | 83.2729 | 920.4101 | 1157.9459 | -237.5358 |
Avg Daily Profit (%) | 0.4056 | 0.3466 | 0.059 | 0.1647 | 0.1796 | 0 |
Buy And Hold Return (%) | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 |
Max Trade Drawdown | -97592 | -92819 | -65765 | -1423511 | -786068 | -895883 |
Profit Factor | 1.747 | 2.135 | 1.2484 | 1.2319 | 1.5375 | 0.8691 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 54.4872 | 51.2821 | 57.6923 | 54.4872 | 51.2821 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.4593 | 2.0282 | 0.9155 | 1.029 | 1.4606 | 0.6374 |
Largest Winning Trade | 210114 | 210114 | 44605 | 898792 | 898792 | 200936 |
Largest Losing Trade | -44973 | -44973 | -35989 | -547969 | -442452 | -547969 |
Avg Bars in Trades | 105 | 117 | 93 | 105 | 117 | 93 |
Avg Bars in Winners | 108 | 133 | 86 | 108 | 133 | 86 |
Avg Bars in Losers | 101 | 101 | 102 | 101 | 101 | 102 |
Bars Traded | 16456 | 9192 | 7264 | 16456 | 9192 | 7264 |
Profit Streak | 499.719 | 499.719 | 507.3857 | 499.719 | 499.719 | 507.3857 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530308 | -20907 | -265055 | 364998 | -24309 | -613001 |
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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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