Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828963.9331 | 741304.1293 | 87659.8039 | 2454434.1241 | 1732650.3821 | 721783.742 |
Total P&L (%) | 828.9639 | 741.3041 | 87.6598 | 2454.4341 | 1732.6504 | 721.7837 |
Avg Daily Profit (%) | 0.3317 | 0.2966 | 0.0351 | 0.1297 | 0.1164 | 0.0843 |
Buy And Hold Return (%) | 266.7878 | 266.7878 | 266.7878 | 266.7878 | 266.7878 | 266.7878 |
Max Trade Drawdown | -147674 | -115840 | -60214 | -577216 | -392766 | -280573 |
Profit Factor | 2.1015 | 2.8783 | 1.2449 | 2.0721 | 2.3541 | 1.7148 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 52.8571 | 47.1429 | 58.5714 | 52.8571 | 47.1429 | 58.5714 |
Ratio Avg Win / Avg Loss | 1.8743 | 3.2272 | 0.8806 | 1.8481 | 2.6394 | 1.2129 |
Largest Winning Trade | 386123 | 386123 | 39575 | 976655 | 976655 | 331493 |
Largest Losing Trade | -47228 | -47228 | -45368 | -249377 | -249377 | -224879 |
Avg Bars in Trades | 102 | 119 | 86 | 102 | 119 | 86 |
Avg Bars in Winners | 104 | 108 | 100 | 104 | 108 | 100 |
Avg Bars in Losers | 100 | 128 | 65 | 100 | 128 | 65 |
Bars Traded | 14374 | 8343 | 6031 | 14374 | 8343 | 6031 |
Profit Streak | 42.1816 | 42.1816 | 94.6816 | 42.1816 | 42.1816 | 94.6816 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427387 | -83967 | -405845 | -13730 | -128007 | -173312 |
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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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