Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321757.717 | 1303355.7542 | 18401.9628 | 108648.4927 | 40845.9404 | 67802.5523 |
Total P&L (%) | 1321.7577 | 1303.3558 | 18.402 | 108.6485 | 40.8459 | 67.8026 |
Avg Daily Profit (%) | 0.7349 | 0.7247 | 0.0102 | 0.0409 | 0.019 | 0.0288 |
Buy And Hold Return (%) | 391.0553 | 391.0553 | 391.0553 | 391.0553 | 391.0553 | 391.0553 |
Max Trade Drawdown | -140532 | -88311 | -194714 | -288265 | -277607 | -254763 |
Profit Factor | 2.6581 | 4.5005 | 1.0433 | 1.0686 | 1.0488 | 1.0906 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 54.5455 | 48.6111 | 60.5634 | 54.5455 | 48.6111 | 60.5634 |
Ratio Avg Win / Avg Loss | 2.2151 | 4.7577 | 0.6794 | 0.8905 | 1.1088 | 0.7102 |
Largest Winning Trade | 990415 | 990415 | 67184 | 129239 | 129239 | 100328 |
Largest Losing Trade | -90345 | -32966 | -90345 | -111318 | -85550 | -111318 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 29 | 27 | 32 | 29 | 27 | 32 |
Avg Bars in Losers | 18 | 14 | 23 | 18 | 14 | 23 |
Bars Traded | 3527 | 1475 | 2052 | 3527 | 1475 | 2052 |
Profit Streak | 13.8157 | 13.8157 | 57.8157 | 13.8157 | 13.8157 | 57.8157 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 620239 | -61986 | -603063 | -448493 | -579121 | -526279 |
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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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