Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885126.1003 | 777433.8807 | 107692.2196 | 1549495.8757 | 681989.4228 | 867506.4528 |
Total P&L (%) | 885.1261 | 777.4339 | 107.6922 | 1549.4959 | 681.9894 | 867.5065 |
Avg Daily Profit (%) | 0.4757 | 0.4178 | 0.0579 | 0.1508 | 0.1106 | 0.122 |
Buy And Hold Return (%) | 228.6653 | 228.6653 | 228.6653 | 228.6653 | 228.6653 | 228.6653 |
Max Trade Drawdown | -97040 | -65937 | -95485 | -1076614 | -754463 | -868287 |
Profit Factor | 2.0468 | 3.1249 | 1.2245 | 1.2458 | 1.2165 | 1.2751 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 56.0284 | 50.7042 | 61.4286 | 56.0284 | 50.7042 | 61.4286 |
Ratio Avg Win / Avg Loss | 1.6063 | 3.0381 | 0.7689 | 0.9777 | 1.1827 | 0.8007 |
Largest Winning Trade | 331859 | 331859 | 66318 | 764607 | 625336 | 764607 |
Largest Losing Trade | -69544 | -50254 | -69544 | -807469 | -397128 | -807469 |
Avg Bars in Trades | 154 | 146 | 161 | 154 | 146 | 161 |
Avg Bars in Winners | 181 | 170 | 190 | 181 | 170 | 190 |
Avg Bars in Losers | 119 | 122 | 114 | 119 | 122 | 114 |
Bars Traded | 21728 | 10434 | 11294 | 21728 | 10434 | 11294 |
Profit Streak | 14.9927 | 14.9927 | 26.1594 | 14.9927 | 14.9927 | 26.1594 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510292 | -73165 | -375617 | 280116 | -134769 | -125961 |
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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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