Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941733.0926 | 866922.1058 | 74810.9868 | 4351258.4263 | 3492451.9665 | 858806.4598 |
Total P&L (%) | 941.7331 | 866.9221 | 74.811 | 4351.2584 | 3492.452 | 858.8065 |
Avg Daily Profit (%) | 0.3768 | 0.3469 | 0.0299 | 0.152 | 0.1434 | 0.0905 |
Buy And Hold Return (%) | 752.7654 | 752.7654 | 752.7654 | 752.7654 | 752.7654 | 752.7654 |
Max Trade Drawdown | -85380 | -57965 | -43961 | -1530665 | -949319 | -581345 |
Profit Factor | 2.2577 | 2.6845 | 1.3195 | 1.7041 | 1.833 | 1.4321 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 | 52.381 |
Ratio Avg Win / Avg Loss | 2.0524 | 2.4404 | 1.1996 | 1.5492 | 1.6663 | 1.3019 |
Largest Winning Trade | 334554 | 334554 | 27319 | 1619821 | 1619821 | 531793 |
Largest Losing Trade | -56308 | -56308 | -18678 | -658856 | -658856 | -581345 |
Avg Bars in Trades | 87 | 147 | 27 | 87 | 147 | 27 |
Avg Bars in Winners | 94 | 157 | 30 | 94 | 157 | 30 |
Avg Bars in Losers | 80 | 136 | 23 | 80 | 136 | 23 |
Bars Traded | 14733 | 12428 | 2305 | 14733 | 12428 | 2305 |
Profit Streak | 25.8902 | 27.5569 | 25.8902 | 25.8902 | 27.5569 | 25.8902 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71141 | -103192 | -317194 | 458468 | 58431 | -191525 |
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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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