Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665322.3493 | 580174.7478 | 85147.6015 | 1376108.5993 | 860675.526 | 515433.0733 |
Total P&L (%) | 665.3223 | 580.1747 | 85.1476 | 1376.1086 | 860.6755 | 515.4331 |
Avg Daily Profit (%) | 0.3593 | 0.3133 | 0.046 | 0.1455 | 0.1223 | 0.0982 |
Buy And Hold Return (%) | 11.4577 | 11.4577 | 11.4577 | 11.4577 | 11.4577 | 11.4577 |
Max Trade Drawdown | -70880 | -63956 | -102042 | -1281291 | -1263670 | -1194787 |
Profit Factor | 1.7821 | 2.4036 | 1.1947 | 1.1186 | 1.1463 | 1.0902 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 46.0317 | 43.1579 | 48.9362 | 46.0317 | 43.1579 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.0894 | 3.1657 | 1.2467 | 1.3115 | 1.5097 | 1.1376 |
Largest Winning Trade | 273430 | 273430 | 61268 | 959817 | 959817 | 740762 |
Largest Losing Trade | -24644 | -20127 | -24644 | -478046 | -380722 | -478046 |
Avg Bars in Trades | 113 | 100 | 127 | 113 | 100 | 127 |
Avg Bars in Winners | 153 | 121 | 182 | 153 | 121 | 182 |
Avg Bars in Losers | 80 | 84 | 75 | 80 | 84 | 75 |
Bars Traded | 21544 | 9557 | 11987 | 21544 | 9557 | 11987 |
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 | 440121 | 382465 | -138553 | -88978 | -90872 | -183494 |
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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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