Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776857.7491 | 672915.4957 | 103942.2534 | 1612199.1535 | 892053.5614 | 720145.5921 |
Total P&L (%) | 776.8577 | 672.9155 | 103.9423 | 1612.1992 | 892.0536 | 720.1456 |
Avg Daily Profit (%) | 0.3729 | 0.323 | 0.0499 | 0.1364 | 0.1102 | 0.1011 |
Buy And Hold Return (%) | 133.1288 | 133.1288 | 133.1288 | 133.1288 | 133.1288 | 133.1288 |
Max Trade Drawdown | -136325 | -115428 | -188792 | -6254864 | -5834591 | -2898921 |
Profit Factor | 1.5086 | 1.8719 | 1.1376 | 1.0515 | 1.0493 | 1.0544 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Losing Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Profitability (%) | 51.2397 | 51.0989 | 51.3812 | 51.2397 | 51.0989 | 51.3812 |
Ratio Avg Win / Avg Loss | 1.4356 | 1.7913 | 1.0764 | 1.0006 | 1.0042 | 0.9977 |
Largest Winning Trade | 127459 | 127459 | 61475 | 1924419 | 1924419 | 1258088 |
Largest Losing Trade | -68685 | -25087 | -68685 | -1993902 | -1993902 | -1299433 |
Avg Bars in Trades | 67 | 55 | 80 | 67 | 55 | 80 |
Avg Bars in Winners | 82 | 64 | 100 | 82 | 64 | 100 |
Avg Bars in Losers | 53 | 46 | 59 | 53 | 46 | 59 |
Bars Traded | 24668 | 10123 | 14545 | 24668 | 10123 | 14545 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437631 | 427862 | -360677 | -172322 | -211369 | -220479 |
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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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