Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605111.8677 | 542965.8101 | 62146.0577 | 564316.2689 | 429722.155 | 134594.114 |
Total P&L (%) | 605.1119 | 542.9658 | 62.1461 | 564.3163 | 429.7222 | 134.5941 |
Avg Daily Profit (%) | 0.3285 | 0.2948 | 0.0337 | 0.1029 | 0.0906 | 0.0463 |
Buy And Hold Return (%) | 146.8968 | 146.8968 | 146.8968 | 146.8968 | 146.8968 | 146.8968 |
Max Trade Drawdown | -172328 | -90227 | -113797 | -1286368 | -625362 | -804234 |
Profit Factor | 2.1581 | 3.2641 | 1.2198 | 1.1477 | 1.2539 | 1.0633 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 50.3401 | 48.6486 | 52.0548 | 50.3401 | 48.6486 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.1289 | 3.4454 | 1.1235 | 1.1322 | 1.3236 | 0.9793 |
Largest Winning Trade | 462406 | 462406 | 54961 | 462406 | 462406 | 329494 |
Largest Losing Trade | -36752 | -29511 | -36752 | -417778 | -223522 | -417778 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 3457 | 1570 | 1887 | 3457 | 1570 | 1887 |
Profit Streak | 7.7278 | 7.7278 | 8.7278 | 7.7278 | 7.7278 | 8.7278 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467037 | -51433 | -384750 | -113781 | -139477 | -520187 |
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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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