Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024170.6022 | 1028575.4406 | -4404.8384 | 407194.4435 | 247600.1211 | 159594.3223 |
Total P&L (%) | 1024.1706 | 1028.5754 | -4.4048 | 407.1944 | 247.6001 | 159.5943 |
Avg Daily Profit (%) | 0.5468 | 0.5491 | -0.0024 | 0.0867 | 0.0665 | 0.0509 |
Buy And Hold Return (%) | 266.104 | 266.104 | 266.104 | 266.104 | 266.104 | 266.104 |
Max Trade Drawdown | -136568 | -70087 | -216398 | -312473 | -319078 | -198413 |
Profit Factor | 2.1189 | 3.5113 | 0.9913 | 1.1835 | 1.2148 | 1.1497 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 36.1842 | 30.2632 | 42.1053 | 36.1842 | 30.2632 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.7369 | 8.0912 | 1.363 | 2.0872 | 2.7992 | 1.5808 |
Largest Winning Trade | 695155 | 695155 | 50763 | 449717 | 449717 | 173330 |
Largest Losing Trade | -71082 | -17146 | -71082 | -154462 | -85476 | -154462 |
Avg Bars in Trades | 145 | 135 | 155 | 145 | 135 | 155 |
Avg Bars in Winners | 239 | 221 | 252 | 239 | 221 | 252 |
Avg Bars in Losers | 91 | 97 | 84 | 91 | 97 | 84 |
Bars Traded | 22078 | 10278 | 11800 | 22078 | 10278 | 11800 |
Profit Streak | 23.2315 | 35.8981 | 0 | 23.2315 | 35.8981 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311197 | -41207 | -631639 | -108816 | -325788 | -397980 |
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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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