Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702918.3031 | 703934.7098 | -1016.4067 | 112264.2599 | 85525.3955 | 26738.8645 |
Total P&L (%) | 702.9183 | 703.9347 | -1.0164 | 112.2643 | 85.5254 | 26.7389 |
Avg Daily Profit (%) | 0.28 | 0.2804 | -0.0004 | 0.03 | 0.0246 | 0.0094 |
Buy And Hold Return (%) | 174.8571 | 174.8571 | 174.8571 | 174.8571 | 174.8571 | 174.8571 |
Max Trade Drawdown | -218627 | -156696 | -76820 | -264152 | -210348 | -58731 |
Profit Factor | 1.5408 | 1.8075 | 0.9976 | 1.1018 | 1.1051 | 1.0927 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 179 | 81 | 98 | 179 | 81 | 98 |
Losing Trades | 172 | 94 | 78 | 172 | 94 | 78 |
Profitability (%) | 50.9972 | 46.2857 | 55.6818 | 50.9972 | 46.2857 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.4806 | 2.0976 | 0.794 | 1.0587 | 1.2824 | 0.8697 |
Largest Winning Trade | 468666 | 468666 | 18361 | 273386 | 273386 | 34486 |
Largest Losing Trade | -40560 | -40560 | -36284 | -86538 | -86538 | -29833 |
Avg Bars in Trades | 21 | 34 | 8 | 21 | 34 | 8 |
Avg Bars in Winners | 18 | 30 | 8 | 18 | 30 | 8 |
Avg Bars in Losers | 24 | 37 | 9 | 24 | 37 | 9 |
Bars Traded | 7494 | 5980 | 1512 | 7494 | 5980 | 1512 |
Profit Streak | 13.6679 | 13.6679 | 56.0012 | 13.6679 | 13.6679 | 56.0012 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425268 | 340960 | -578415 | -423386 | -431207 | -463859 |
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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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