Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1957595.4492 | 1956562.7478 | 1032.7014 | 791054.9847 | 401240.1987 | 389814.786 |
Total P&L (%) | 1957.5954 | 1956.5627 | 1.0327 | 791.055 | 401.2402 | 389.8148 |
Avg Daily Profit (%) | 0.8682 | 0.8677 | 0.0005 | 0.097 | 0.0715 | 0.0705 |
Buy And Hold Return (%) | 310.8504 | 310.8504 | 310.8504 | 310.8504 | 310.8504 | 310.8504 |
Max Trade Drawdown | -198900 | -79275 | -174386 | -540007 | -378078 | -491897 |
Profit Factor | 3.8549 | 7.4787 | 1.0027 | 1.3332 | 1.3847 | 1.2929 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 37.2263 | 30.4348 | 44.1176 | 37.2263 | 30.4348 | 44.1176 |
Ratio Avg Win / Avg Loss | 6.5004 | 17.0942 | 1.2701 | 2.2482 | 3.165 | 1.6377 |
Largest Winning Trade | 1594867 | 1594867 | 55264 | 324132 | 324132 | 321617 |
Largest Losing Trade | -53045 | -45208 | -53045 | -231629 | -129664 | -231629 |
Avg Bars in Trades | 92 | 85 | 100 | 92 | 85 | 100 |
Avg Bars in Winners | 187 | 192 | 184 | 187 | 192 | 184 |
Avg Bars in Losers | 36 | 38 | 33 | 36 | 38 | 33 |
Bars Traded | 12693 | 5893 | 6800 | 12693 | 5893 | 6800 |
Profit Streak | 0 | 0 | 140.4571 | 0 | 0 | 140.4571 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543863 | -88284 | -686715 | -69713 | -280622 | -295591 |
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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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