Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676386.1411 | 626143.5903 | 50242.5508 | 768499.6628 | 737412.7173 | 31086.9456 |
Total P&L (%) | 676.3861 | 626.1436 | 50.2426 | 768.4997 | 737.4127 | 31.0869 |
Avg Daily Profit (%) | 0.3659 | 0.3387 | 0.0272 | 0.117 | 0.115 | 0.0146 |
Buy And Hold Return (%) | 167.889 | 167.889 | 167.889 | 167.889 | 167.889 | 167.889 |
Max Trade Drawdown | -95683 | -120687 | -72396 | -344556 | -348206 | -167710 |
Profit Factor | 2.2125 | 3.3475 | 1.1726 | 1.4665 | 1.9503 | 1.0357 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 52.7559 | 50 | 55.5556 | 52.7559 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9813 | 3.3475 | 0.9381 | 1.3133 | 1.9503 | 0.8285 |
Largest Winning Trade | 517906 | 517906 | 55791 | 353310 | 353310 | 226232 |
Largest Losing Trade | -40161 | -40161 | -31798 | -183400 | -183400 | -167710 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 35 | 28 | 41 | 35 | 28 | 41 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 3503 | 1580 | 1923 | 3503 | 1580 | 1923 |
Profit Streak | 90.7234 | 106.2234 | 0 | 90.7234 | 106.2234 | 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 | 467996 | -124783 | -500663 | -35458 | -175127 | -667966 |
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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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