Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477872.3608 | 350044.6123 | 127827.7486 | 1563625.0983 | 681141.2078 | 882483.8906 |
Total P&L (%) | 477.8724 | 350.0446 | 127.8277 | 1563.6251 | 681.1412 | 882.4839 |
Avg Daily Profit (%) | 0.2651 | 0.1942 | 0.0709 | 0.1561 | 0.1141 | 0.1269 |
Buy And Hold Return (%) | 70.5215 | 70.5215 | 70.5215 | 70.5215 | 70.5215 | 70.5215 |
Max Trade Drawdown | -87447 | -55283 | -81189 | -1066492 | -761113 | -518329 |
Profit Factor | 1.4529 | 1.751 | 1.217 | 1.2888 | 1.2411 | 1.3409 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 278 | 146 | 132 | 278 | 146 | 132 |
Losing Trades | 130 | 58 | 72 | 130 | 58 | 72 |
Profitability (%) | 68.1373 | 71.5686 | 64.7059 | 68.1373 | 71.5686 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.6794 | 0.6956 | 0.6638 | 0.6027 | 0.493 | 0.7314 |
Largest Winning Trade | 20697 | 20697 | 17871 | 189178 | 111797 | 189178 |
Largest Losing Trade | -65309 | -42674 | -65309 | -355640 | -355640 | -229661 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 39 | 35 | 43 | 39 | 35 | 43 |
Bars Traded | 10642 | 4946 | 5696 | 10642 | 4946 | 5696 |
Profit Streak | 606.7672 | 608.4338 | 606.7672 | 606.7672 | 608.4338 | 606.7672 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471598 | 393024 | -105189 | 422321 | -38007 | -21301 |
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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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