Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469511.0071 | 1500253.3614 | -30742.3543 | 32285.6542 | 1453795.1271 | -1421509.4728 |
Total P&L (%) | 1469.511 | 1500.2534 | -30.7424 | 32.2857 | 1453.7951 | -1421.5095 |
Avg Daily Profit (%) | 0.8184 | 0.8356 | -0.0171 | 0.0156 | 0.1529 | 0 |
Buy And Hold Return (%) | 243.6833 | 243.6833 | 243.6833 | 243.6833 | 243.6833 | 243.6833 |
Max Trade Drawdown | -204749 | -144142 | -173504 | -2160065 | -1350086 | -2098025 |
Profit Factor | 2.4095 | 3.6248 | 0.9347 | 1.0045 | 1.4059 | 0.5963 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 44.5783 | 38.5542 | 50.6024 | 44.5783 | 38.5542 | 50.6024 |
Ratio Avg Win / Avg Loss | 2.9956 | 5.777 | 0.9125 | 1.2489 | 2.2406 | 0.5821 |
Largest Winning Trade | 1123474 | 1123474 | 34991 | 1536426 | 1536426 | 152787 |
Largest Losing Trade | -73017 | -49491 | -73017 | -925605 | -361346 | -925605 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 27 | 34 | 21 | 27 | 34 | 21 |
Avg Bars in Losers | 16 | 18 | 12 | 16 | 18 | 12 |
Bars Traded | 3493 | 2076 | 1417 | 3493 | 2076 | 1417 |
Profit Streak | 25.2424 | 25.2424 | 34.7424 | 25.2424 | 25.2424 | 34.7424 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 618779 | 556509 | -580211 | -553270 | 173717 | -580211 |
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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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