Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603299.6878 | 547662.1497 | 55637.5381 | 925951.0167 | 889476.8299 | 36474.1869 |
Total P&L (%) | 603.2997 | 547.6622 | 55.6375 | 925.951 | 889.4768 | 36.4742 |
Avg Daily Profit (%) | 0.3729 | 0.3385 | 0.0344 | 0.144 | 0.1418 | 0.0192 |
Buy And Hold Return (%) | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 |
Max Trade Drawdown | -91567 | -89991 | -163182 | -802206 | -528119 | -716208 |
Profit Factor | 1.7393 | 2.4292 | 1.1285 | 1.2108 | 1.4298 | 1.0157 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 39.1608 | 37.5 | 40.8451 | 39.1608 | 37.5 | 40.8451 |
Ratio Avg Win / Avg Loss | 2.7022 | 4.0487 | 1.6344 | 1.881 | 2.383 | 1.471 |
Largest Winning Trade | 150059 | 150059 | 58160 | 563576 | 563576 | 241189 |
Largest Losing Trade | -53463 | -35793 | -53463 | -496769 | -228361 | -496769 |
Avg Bars in Trades | 132 | 130 | 134 | 132 | 130 | 134 |
Avg Bars in Winners | 222 | 234 | 211 | 222 | 234 | 211 |
Avg Bars in Losers | 74 | 68 | 80 | 74 | 68 | 80 |
Bars Traded | 18929 | 9412 | 9517 | 18929 | 9412 | 9517 |
Profit Streak | 506.7776 | 512.0276 | 0 | 506.7776 | 512.0276 | 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 | 344155 | -69885 | -321360 | -2995 | -85127 | -498838 |
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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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