Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667259.501 | 520115.2292 | 147144.2719 | 932957.833 | 1511682.0645 | -578724.2315 |
Total P&L (%) | 667.2595 | 520.1152 | 147.1443 | 932.9578 | 1511.6821 | -578.7242 |
Avg Daily Profit (%) | 0.2795 | 0.2179 | 0.0616 | 0.0979 | 0.1165 | 0 |
Buy And Hold Return (%) | 40.5357 | 40.5357 | 40.5357 | 40.5357 | 40.5357 | 40.5357 |
Max Trade Drawdown | -208530 | -76660 | -172848 | -4523337 | -1860372 | -3157199 |
Profit Factor | 1.4661 | 1.8082 | 1.1867 | 1.0585 | 1.2164 | 0.9353 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 192 | 98 | 94 | 192 | 98 | 94 |
Losing Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Profitability (%) | 56.1404 | 57.3099 | 54.9708 | 56.1404 | 57.3099 | 54.9708 |
Ratio Avg Win / Avg Loss | 1.1454 | 1.3469 | 0.9721 | 0.827 | 0.9061 | 0.7662 |
Largest Winning Trade | 64122 | 64122 | 30944 | 478795 | 475914 | 478795 |
Largest Losing Trade | -82257 | -50568 | -82257 | -1158084 | -1158084 | -1123005 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4534 | 2268 | 2266 | 4534 | 2268 | 2266 |
Profit Streak | 7.0392 | 27.0392 | 0 | 7.0392 | 27.0392 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481042 | 471220 | -128674 | -216150 | -36535 | -579515 |
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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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