Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916482.9809 | 819245.1025 | 97237.8784 | 2313210.4198 | 1560352.6034 | 752857.8163 |
Total P&L (%) | 916.483 | 819.2451 | 97.2379 | 2313.2104 | 1560.3526 | 752.8578 |
Avg Daily Profit (%) | 0.3662 | 0.3273 | 0.0388 | 0.1273 | 0.1123 | 0.0857 |
Buy And Hold Return (%) | 169.6465 | 169.6465 | 169.6465 | 169.6465 | 169.6465 | 169.6465 |
Max Trade Drawdown | -107086 | -105425 | -73544 | -1329121 | -841343 | -487777 |
Profit Factor | 2.1632 | 2.7591 | 1.3018 | 1.7076 | 1.7936 | 1.5778 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 52.3529 | 44.7059 | 60 | 52.3529 | 44.7059 | 60 |
Ratio Avg Win / Avg Loss | 1.9688 | 3.4126 | 0.8679 | 1.5541 | 2.2184 | 1.0519 |
Largest Winning Trade | 472498 | 472498 | 48494 | 1508803 | 1508803 | 354974 |
Largest Losing Trade | -44740 | -44740 | -44307 | -485713 | -360610 | -485713 |
Avg Bars in Trades | 28 | 41 | 16 | 28 | 41 | 16 |
Avg Bars in Winners | 24 | 37 | 15 | 24 | 37 | 15 |
Avg Bars in Losers | 33 | 44 | 18 | 33 | 44 | 18 |
Bars Traded | 4928 | 3515 | 1413 | 4928 | 3515 | 1413 |
Profit Streak | 21.7069 | 21.7069 | 143.2069 | 21.7069 | 21.7069 | 143.2069 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541061 | 398523 | -305449 | -16938 | -41072 | -75305 |
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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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