Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359568.7745 | 319802.6607 | 39766.1139 | 478704.9966 | 278676.7364 | 200028.2603 |
Total P&L (%) | 359.5688 | 319.8027 | 39.7661 | 478.705 | 278.6767 | 200.0283 |
Avg Daily Profit (%) | 0.1955 | 0.1739 | 0.0216 | 0.0955 | 0.0724 | 0.0597 |
Buy And Hold Return (%) | 57.6917 | 57.6917 | 57.6917 | 57.6917 | 57.6917 | 57.6917 |
Max Trade Drawdown | -138495 | -146531 | -22130 | -1074346 | -1094242 | -101838 |
Profit Factor | 1.5067 | 1.5651 | 1.2767 | 1.1213 | 1.083 | 1.3389 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Losing Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Profitability (%) | 69.1358 | 73.5537 | 64.7541 | 69.1358 | 73.5537 | 64.7541 |
Ratio Avg Win / Avg Loss | 0.6726 | 0.5627 | 0.6949 | 0.5006 | 0.3894 | 0.7288 |
Largest Winning Trade | 53660 | 53660 | 10885 | 207840 | 207840 | 54954 |
Largest Losing Trade | -51398 | -51398 | -15516 | -622626 | -622626 | -67980 |
Avg Bars in Trades | 43 | 83 | 3 | 43 | 83 | 3 |
Avg Bars in Winners | 21 | 38 | 2 | 21 | 38 | 2 |
Avg Bars in Losers | 92 | 210 | 5 | 92 | 210 | 5 |
Bars Traded | 10588 | 10138 | 450 | 10588 | 10138 | 450 |
Profit Streak | 19.3532 | 19.3532 | 52.5199 | 19.3532 | 19.3532 | 52.5199 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434524 | 382577 | -328050 | -148975 | -224467 | -113751 |
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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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