Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510806.3929 | 427474.0536 | 83332.3393 | 1065620.2013 | 936026.0566 | 129594.1446 |
Total P&L (%) | 510.8064 | 427.4741 | 83.3323 | 1065.6202 | 936.0261 | 129.5941 |
Avg Daily Profit (%) | 0.2994 | 0.2505 | 0.0488 | 0.144 | 0.1371 | 0.0487 |
Buy And Hold Return (%) | 81.3865 | 81.3865 | 81.3865 | 81.3865 | 81.3865 | 81.3865 |
Max Trade Drawdown | -125361 | -79509 | -52587 | -2086306 | -1292205 | -895489 |
Profit Factor | 1.8041 | 2.3596 | 1.2597 | 1.1459 | 1.2541 | 1.0358 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 37.561 | 32.3529 | 42.7184 | 37.561 | 32.3529 | 42.7184 |
Ratio Avg Win / Avg Loss | 2.999 | 4.9337 | 1.6892 | 1.9049 | 2.6221 | 1.3889 |
Largest Winning Trade | 280660 | 280660 | 55820 | 490989 | 490989 | 474829 |
Largest Losing Trade | -16300 | -14945 | -16300 | -293279 | -252470 | -293279 |
Avg Bars in Trades | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Winners | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 6677 | 3007 | 3670 | 6677 | 3007 | 3670 |
Profit Streak | 35.3983 | 35.3983 | 37.1483 | 35.3983 | 35.3983 | 37.1483 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345519 | 198226 | -286755 | -61459 | -14527 | -320249 |
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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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