Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943387.3439 | 942012.4552 | 1374.8887 | 393062.8426 | 885198.7039 | -492135.8613 |
Total P&L (%) | 943.3873 | 942.0125 | 1.3749 | 393.0628 | 885.1987 | -492.1359 |
Avg Daily Profit (%) | 0.4528 | 0.4522 | 0.0007 | 0.0766 | 0.1099 | 0 |
Buy And Hold Return (%) | 186.5183 | 186.5183 | 186.5183 | 186.5183 | 186.5183 | 186.5183 |
Max Trade Drawdown | -214710 | -142806 | -181723 | -1019261 | -644687 | -677760 |
Profit Factor | 1.8628 | 2.6423 | 1.0026 | 1.1479 | 1.639 | 0.613 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 107 | 60 | 47 | 107 | 60 | 47 |
Profitability (%) | 43.6842 | 36.8421 | 50.5263 | 43.6842 | 36.8421 | 50.5263 |
Ratio Avg Win / Avg Loss | 2.4014 | 4.5296 | 0.9818 | 1.4799 | 2.8096 | 0.6002 |
Largest Winning Trade | 646349 | 646349 | 54331 | 1037797 | 1037797 | 89893 |
Largest Losing Trade | -45192 | -41204 | -45192 | -240773 | -240773 | -217684 |
Avg Bars in Trades | 129 | 106 | 152 | 129 | 106 | 152 |
Avg Bars in Winners | 175 | 141 | 200 | 175 | 141 | 200 |
Avg Bars in Losers | 94 | 86 | 103 | 94 | 86 | 103 |
Bars Traded | 24661 | 10131 | 14530 | 24661 | 10131 | 14530 |
Profit Streak | 3.1714 | 3.1714 | 5.1714 | 3.1714 | 3.1714 | 5.1714 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376183 | 271040 | -576507 | -156625 | -50757 | -580296 |
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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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