Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497106.3237 | 445608.6048 | 51497.7189 | 569844.8334 | 402555.9852 | 167288.8482 |
Total P&L (%) | 497.1063 | 445.6086 | 51.4977 | 569.8448 | 402.556 | 167.2888 |
Avg Daily Profit (%) | 0.9545 | 0.8556 | 0.0989 | 0.3658 | 0.3105 | 0.1889 |
Buy And Hold Return (%) | 211.2488 | 211.2488 | 211.2488 | 211.2488 | 211.2488 | 211.2488 |
Max Trade Drawdown | -61085 | -42955 | -31656 | -229487 | -175552 | -97179 |
Profit Factor | 2.463 | 3.1075 | 1.4012 | 1.5004 | 1.5737 | 1.3826 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 37.8205 | 32.0513 | 43.5897 | 37.8205 | 32.0513 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.0493 | 6.588 | 1.8133 | 2.4667 | 3.3363 | 1.7893 |
Largest Winning Trade | 412257 | 412257 | 36741 | 385527 | 385527 | 179984 |
Largest Losing Trade | -19140 | -19140 | -10522 | -60943 | -60943 | -42423 |
Avg Bars in Trades | 157 | 213 | 101 | 157 | 213 | 101 |
Avg Bars in Winners | 219 | 339 | 131 | 219 | 339 | 131 |
Avg Bars in Losers | 120 | 154 | 78 | 120 | 154 | 78 |
Bars Traded | 24629 | 16677 | 7951 | 24629 | 16677 | 7951 |
Profit Streak | 12.2617 | 13.0325 | 12.2617 | 12.2617 | 13.0325 | 12.2617 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347025 | -28823 | -261836 | 183289 | -37484 | -193451 |
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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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