Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566422.4063 | 493295.6099 | 73126.7965 | 388036.4028 | 916265.8151 | -528229.4124 |
Total P&L (%) | 566.4224 | 493.2956 | 73.1268 | 388.0364 | 916.2658 | -528.2294 |
Avg Daily Profit (%) | 0.2367 | 0.2062 | 0.0306 | 0.0663 | 0.097 | 0 |
Buy And Hold Return (%) | 89.7231 | 89.7231 | 89.7231 | 89.7231 | 89.7231 | 89.7231 |
Max Trade Drawdown | -123777 | -110213 | -109650 | -1238622 | -765569 | -973210 |
Profit Factor | 1.4487 | 1.8997 | 1.1024 | 1.0729 | 1.4007 | 0.826 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 55.6962 | 53.7815 | 57.6271 | 55.6962 | 53.7815 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.1524 | 1.6326 | 0.8106 | 0.8534 | 1.2037 | 0.6074 |
Largest Winning Trade | 147381 | 147381 | 42511 | 290755 | 290755 | 215968 |
Largest Losing Trade | -68086 | -41113 | -68086 | -567112 | -567112 | -339876 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 9290 | 4658 | 4632 | 9290 | 4658 | 4632 |
Profit Streak | 15.5392 | 64.5392 | 0 | 15.5392 | 64.5392 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412082 | 429023 | -426622 | -245813 | -60768 | -580029 |
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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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