Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638588.185 | 524352.1635 | 114236.0214 | 1348314.6857 | 959591.6379 | 388723.0477 |
Total P&L (%) | 638.5882 | 524.3522 | 114.236 | 1348.3147 | 959.5916 | 388.723 |
Avg Daily Profit (%) | 0.2554 | 0.2097 | 0.0457 | 0.107 | 0.0944 | 0.0635 |
Buy And Hold Return (%) | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 |
Max Trade Drawdown | -111122 | -99669 | -108378 | -1127551 | -1128602 | -838088 |
Profit Factor | 1.5408 | 1.8081 | 1.2148 | 1.164 | 1.2073 | 1.1082 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 39.8374 | 35.7724 | 43.9024 | 39.8374 | 35.7724 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.327 | 3.2463 | 1.5522 | 1.7579 | 2.1677 | 1.4161 |
Largest Winning Trade | 142089 | 142089 | 35642 | 722580 | 722580 | 269412 |
Largest Losing Trade | -37654 | -33828 | -37654 | -388778 | -388778 | -212901 |
Avg Bars in Trades | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Winners | 65 | 71 | 60 | 65 | 71 | 60 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 9933 | 5091 | 4842 | 9933 | 5091 | 4842 |
Profit Streak | 47.9414 | 51.4414 | 47.9414 | 47.9414 | 51.4414 | 47.9414 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342073 | 228739 | -137254 | -90455 | -71032 | -211685 |
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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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