Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715254.2936 | 555902.4964 | 159351.7972 | 2662455.6812 | 3044157.8998 | -381702.2186 |
Total P&L (%) | 715.2543 | 555.9025 | 159.3518 | 2662.4557 | 3044.1579 | -381.7022 |
Avg Daily Profit (%) | 0.3735 | 0.2903 | 0.0832 | 0.1735 | 0.1802 | 0 |
Buy And Hold Return (%) | 44.8526 | 44.8526 | 44.8526 | 44.8526 | 44.8526 | 44.8526 |
Max Trade Drawdown | -139811 | -104697 | -92271 | -2960845 | -1464228 | -2092082 |
Profit Factor | 1.4799 | 1.8673 | 1.1876 | 1.1177 | 1.3055 | 0.9698 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Losing Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Profitability (%) | 47.4026 | 50 | 44.8052 | 47.4026 | 50 | 44.8052 |
Ratio Avg Win / Avg Loss | 1.6421 | 1.8673 | 1.463 | 1.2402 | 1.3055 | 1.1947 |
Largest Winning Trade | 81534 | 81534 | 45518 | 783170 | 783170 | 610597 |
Largest Losing Trade | -53992 | -28434 | -53992 | -1349659 | -884567 | -1349659 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 3785 | 1873 | 1912 | 3785 | 1873 | 1912 |
Profit Streak | 3.5425 | 10.5425 | 0 | 3.5425 | 10.5425 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433838 | 487216 | -100160 | -82992 | 329985 | -580602 |
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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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