Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882581.5232 | 766804.0281 | 115777.4952 | 5357226.5756 | 3901387.4282 | 1455839.1474 |
Total P&L (%) | 882.5815 | 766.804 | 115.7775 | 5357.2266 | 3901.3874 | 1455.8391 |
Avg Daily Profit (%) | 0.4862 | 0.4224 | 0.0638 | 0.2206 | 0.2034 | 0.1513 |
Buy And Hold Return (%) | 364.5632 | 364.5632 | 364.5632 | 364.5632 | 364.5632 | 364.5632 |
Max Trade Drawdown | -90457 | -54878 | -78071 | -7513449 | -5418583 | -3963303 |
Profit Factor | 2.1424 | 2.801 | 1.3339 | 1.1825 | 1.2598 | 1.1016 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 46.8354 | 43.038 | 50.6329 | 46.8354 | 43.038 | 50.6329 |
Ratio Avg Win / Avg Loss | 2.4319 | 3.7072 | 1.3005 | 1.3424 | 1.6673 | 1.0741 |
Largest Winning Trade | 248135 | 248135 | 70552 | 3592720 | 3592720 | 2198534 |
Largest Losing Trade | -42003 | -42003 | -37246 | -2715816 | -1948124 | -2715816 |
Avg Bars in Trades | 67 | 60 | 73 | 67 | 60 | 73 |
Avg Bars in Winners | 94 | 90 | 97 | 94 | 90 | 97 |
Avg Bars in Losers | 43 | 38 | 49 | 43 | 38 | 49 |
Bars Traded | 10639 | 4812 | 5827 | 10639 | 4812 | 5827 |
Profit Streak | 17.635 | 32.635 | 17.635 | 17.635 | 32.635 | 17.635 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401045 | -20040 | -299565 | -10848 | -20108 | -129675 |
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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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