Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1548494.2476 | 1568835.987 | -20341.7395 | 297130.9893 | 129265.5929 | 167865.3965 |
Total P&L (%) | 1548.4942 | 1568.836 | -20.3417 | 297.131 | 129.2656 | 167.8654 |
Avg Daily Profit (%) | 0.6561 | 0.6648 | -0.0086 | 0.0585 | 0.0352 | 0.0418 |
Buy And Hold Return (%) | 434.7897 | 434.7897 | 434.7897 | 434.7897 | 434.7897 | 434.7897 |
Max Trade Drawdown | -129069 | -156233 | -142069 | -544943 | -730532 | -232862 |
Profit Factor | 2.8665 | 4.6915 | 0.9497 | 1.1189 | 1.0902 | 1.1577 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 42.8571 | 41.25 | 44.4444 | 42.8571 | 41.25 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.822 | 6.6818 | 1.1872 | 1.4919 | 1.5527 | 1.4471 |
Largest Winning Trade | 1361702 | 1361702 | 52944 | 675303 | 675303 | 215096 |
Largest Losing Trade | -70291 | -56077 | -70291 | -168766 | -159704 | -168766 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 4542 | 2148 | 2394 | 4542 | 2148 | 2394 |
Profit Streak | 12.7231 | 36.2231 | 12.7231 | 12.7231 | 36.2231 | 12.7231 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512004 | -4584 | -592339 | -370914 | -453509 | -363238 |
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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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