Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949378.7798 | 815620.6672 | 133758.1126 | 1425109.7374 | 929257.3992 | 495852.3383 |
Total P&L (%) | 949.3788 | 815.6207 | 133.7581 | 1425.1097 | 929.2574 | 495.8523 |
Avg Daily Profit (%) | 0.3795 | 0.3261 | 0.0535 | 0.109 | 0.0932 | 0.0714 |
Buy And Hold Return (%) | 19.435 | 19.435 | 19.435 | 19.435 | 19.435 | 19.435 |
Max Trade Drawdown | -128595 | -156210 | -63825 | -1549268 | -1323690 | -591738 |
Profit Factor | 1.9353 | 2.0518 | 1.5584 | 1.2123 | 1.1809 | 1.3145 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 52.9412 | 47.3118 | 58.5106 | 52.9412 | 47.3118 | 58.5106 |
Ratio Avg Win / Avg Loss | 1.7203 | 2.285 | 1.105 | 1.0776 | 1.3151 | 0.9321 |
Largest Winning Trade | 274044 | 274044 | 37299 | 730851 | 730851 | 429179 |
Largest Losing Trade | -63786 | -63786 | -47829 | -969429 | -969429 | -358147 |
Avg Bars in Trades | 78 | 140 | 17 | 78 | 140 | 17 |
Avg Bars in Winners | 75 | 152 | 14 | 75 | 152 | 14 |
Avg Bars in Losers | 81 | 128 | 21 | 81 | 128 | 21 |
Bars Traded | 14686 | 13028 | 1658 | 14686 | 13028 | 1658 |
Profit Streak | 19.0999 | 19.0999 | 34.7665 | 19.0999 | 19.0999 | 34.7665 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578883 | 440042 | -117857 | -44702 | -90376 | -97062 |
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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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