Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688630.242 | 587849.1541 | 100781.0879 | 1416361.9643 | 908973.6446 | 507388.3197 |
Total P&L (%) | 688.6302 | 587.8492 | 100.7811 | 1416.362 | 908.9736 | 507.3883 |
Avg Daily Profit (%) | 0.2753 | 0.235 | 0.0403 | 0.1088 | 0.0925 | 0.0722 |
Buy And Hold Return (%) | 29.6455 | 29.6455 | 29.6455 | 29.6455 | 29.6455 | 29.6455 |
Max Trade Drawdown | -116760 | -57621 | -141576 | -1650754 | -761726 | -1258723 |
Profit Factor | 1.5467 | 2.0305 | 1.1462 | 1.154 | 1.2156 | 1.1018 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Losing Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Profitability (%) | 46.9388 | 50.3401 | 43.5374 | 46.9388 | 50.3401 | 43.5374 |
Ratio Avg Win / Avg Loss | 1.7485 | 2.0031 | 1.4865 | 1.3045 | 1.1992 | 1.4289 |
Largest Winning Trade | 113089 | 113089 | 59084 | 1043104 | 1043104 | 707927 |
Largest Losing Trade | -42719 | -34970 | -42719 | -770723 | -501188 | -770723 |
Avg Bars in Trades | 25 | 17 | 33 | 25 | 17 | 33 |
Avg Bars in Winners | 30 | 17 | 45 | 30 | 17 | 45 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 7432 | 2554 | 4878 | 7432 | 2554 | 4878 |
Profit Streak | 20.3156 | 20.3156 | 27.9822 | 20.3156 | 20.3156 | 27.9822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470554 | 464678 | -203626 | -96851 | -68820 | -206860 |
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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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