Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759699.2836 | 643347.7781 | 116351.5054 | 2449732.6061 | 2294203.801 | 155528.8051 |
Total P&L (%) | 759.6993 | 643.3478 | 116.3515 | 2449.7326 | 2294.2038 | 155.5288 |
Avg Daily Profit (%) | 0.3039 | 0.2573 | 0.0465 | 0.1296 | 0.1271 | 0.0375 |
Buy And Hold Return (%) | 123.6661 | 123.6661 | 123.6661 | 123.6661 | 123.6661 | 123.6661 |
Max Trade Drawdown | -75631 | -70243 | -74632 | -1262591 | -850410 | -1281155 |
Profit Factor | 1.7997 | 2.3631 | 1.2434 | 1.3254 | 1.6052 | 1.0416 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 178 | 95 | 83 | 178 | 95 | 83 |
Profitability (%) | 39.661 | 35.8108 | 43.5374 | 39.661 | 35.8108 | 43.5374 |
Ratio Avg Win / Avg Loss | 2.738 | 4.2357 | 1.6126 | 2.0164 | 2.8772 | 1.3508 |
Largest Winning Trade | 364386 | 364386 | 40517 | 1648078 | 1648078 | 292274 |
Largest Losing Trade | -55710 | -19654 | -55710 | -735830 | -320529 | -735830 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 4968 | 2287 | 2681 | 4968 | 2287 | 2681 |
Profit Streak | 106.7877 | 106.7877 | 140.2877 | 106.7877 | 106.7877 | 140.2877 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397300 | 280152 | -296697 | -18935 | -23924 | -404157 |
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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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