Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660265.7157 | 568344.9116 | 91920.8041 | 1482952.7916 | -203188.7148 | 1686141.5064 |
Total P&L (%) | 660.2657 | 568.3449 | 91.9208 | 1482.9528 | -203.1887 | 1686.1415 |
Avg Daily Profit (%) | 0.3546 | 0.3053 | 0.0494 | 0.1485 | 0 | 0.1549 |
Buy And Hold Return (%) | 47.8857 | 47.8857 | 47.8857 | 47.8857 | 47.8857 | 47.8857 |
Max Trade Drawdown | -201586 | -120113 | -84055 | -4767614 | -2862982 | -2014225 |
Profit Factor | 1.7783 | 2.2433 | 1.235 | 1.1145 | 0.9728 | 1.3071 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 51.7647 | 49.4118 | 54.1176 | 51.7647 | 49.4118 | 54.1176 |
Ratio Avg Win / Avg Loss | 1.6571 | 2.2967 | 1.047 | 1.0385 | 0.9959 | 1.1082 |
Largest Winning Trade | 228070 | 228070 | 57489 | 1913434 | 636676 | 1913434 |
Largest Losing Trade | -35860 | -35860 | -30636 | -1114429 | -1114429 | -706175 |
Avg Bars in Trades | 127 | 115 | 139 | 127 | 115 | 139 |
Avg Bars in Winners | 158 | 130 | 183 | 158 | 130 | 183 |
Avg Bars in Losers | 94 | 100 | 87 | 94 | 100 | 87 |
Bars Traded | 21667 | 9800 | 11867 | 21667 | 9800 | 11867 |
Profit Streak | 49.8216 | 0 | 153.4049 | 49.8216 | 0 | 153.4049 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518957 | 455461 | -133157 | -87374 | -581333 | 336218 |
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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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