Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876538.9962 | 760824.657 | 115714.3392 | 3200184.0805 | 2265658.0581 | 934526.0224 |
Total P&L (%) | 876.539 | 760.8247 | 115.7143 | 3200.1841 | 2265.6581 | 934.526 |
Avg Daily Profit (%) | 0.3504 | 0.3042 | 0.0463 | 0.1399 | 0.1266 | 0.0935 |
Buy And Hold Return (%) | 143.6981 | 143.6981 | 143.6981 | 143.6981 | 143.6981 | 143.6981 |
Max Trade Drawdown | -135760 | -93558 | -91387 | -1310462 | -916408 | -920857 |
Profit Factor | 1.9084 | 2.4612 | 1.2605 | 1.5339 | 1.7029 | 1.3374 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 103 | 42 | 61 | 103 | 42 | 61 |
Losing Trades | 150 | 85 | 65 | 150 | 85 | 65 |
Profitability (%) | 40.7115 | 33.0709 | 48.4127 | 40.7115 | 33.0709 | 48.4127 |
Ratio Avg Win / Avg Loss | 2.7792 | 4.981 | 1.3431 | 2.2339 | 3.4463 | 1.4251 |
Largest Winning Trade | 404823 | 404823 | 34331 | 1269698 | 1269698 | 398997 |
Largest Losing Trade | -57762 | -25527 | -57762 | -454471 | -164410 | -454471 |
Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 7393 | 3377 | 4016 | 7393 | 3377 | 4016 |
Profit Streak | 41.0831 | 41.0831 | 83.4164 | 41.0831 | 41.0831 | 83.4164 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407640 | 234282 | -296935 | -4273 | -26392 | -67677 |
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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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