Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626518.5679 | 548312.6709 | 78205.8971 | 830311.8875 | 630865.2896 | 199446.5979 |
Total P&L (%) | 626.5186 | 548.3127 | 78.2059 | 830.3119 | 630.8653 | 199.4466 |
Avg Daily Profit (%) | 0.3374 | 0.2953 | 0.0421 | 0.1202 | 0.1072 | 0.0591 |
Buy And Hold Return (%) | 60.8046 | 60.8046 | 60.8046 | 60.8046 | 60.8046 | 60.8046 |
Max Trade Drawdown | -130293 | -110220 | -81099 | -1745156 | -1814797 | -1289040 |
Profit Factor | 1.6159 | 2.0066 | 1.1655 | 1.0693 | 1.0962 | 1.0368 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 48.927 | 47.0085 | 50.8621 | 48.927 | 47.0085 | 50.8621 |
Ratio Avg Win / Avg Loss | 1.6867 | 2.262 | 1.126 | 1.1162 | 1.2357 | 1.0017 |
Largest Winning Trade | 174216 | 174216 | 54753 | 1023591 | 1023591 | 556880 |
Largest Losing Trade | -48271 | -38150 | -48271 | -1065203 | -770359 | -1065203 |
Avg Bars in Trades | 92 | 79 | 105 | 92 | 79 | 105 |
Avg Bars in Winners | 107 | 90 | 122 | 107 | 90 | 122 |
Avg Bars in Losers | 78 | 70 | 86 | 78 | 70 | 86 |
Bars Traded | 21528 | 9322 | 12206 | 21528 | 9322 | 12206 |
Profit Streak | 12.7398 | 12.7398 | 15.6565 | 12.7398 | 12.7398 | 15.6565 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509594 | 427361 | -251434 | -174486 | -164999 | -296440 |
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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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