Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576428.3991 | 546157.8732 | 30270.5259 | 329552.4997 | 147442.6719 | 182109.8278 |
Total P&L (%) | 576.4284 | 546.1579 | 30.2705 | 329.5525 | 147.4427 | 182.1098 |
Avg Daily Profit (%) | 0.3188 | 0.302 | 0.0167 | 0.0806 | 0.0501 | 0.0574 |
Buy And Hold Return (%) | 130.3709 | 130.3709 | 130.3709 | 130.3709 | 130.3709 | 130.3709 |
Max Trade Drawdown | -161166 | -118303 | -114411 | -3771978 | -3021355 | -2096035 |
Profit Factor | 1.5171 | 1.9012 | 1.0595 | 1.0248 | 1.0185 | 1.0341 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 50.2092 | 47.8992 | 52.5 | 50.2092 | 47.8992 | 52.5 |
Ratio Avg Win / Avg Loss | 1.5044 | 2.0679 | 0.9586 | 1.0162 | 1.1078 | 0.9356 |
Largest Winning Trade | 149988 | 149988 | 44603 | 1267037 | 1267037 | 746115 |
Largest Losing Trade | -66070 | -33376 | -66070 | -1434410 | -1035500 | -1434410 |
Avg Bars in Trades | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Winners | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5293 | 3080 | 2213 | 5293 | 3080 | 2213 |
Profit Streak | 0 | 21.9163 | 0 | 0 | 21.9163 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406162 | 368543 | -492638 | -280564 | -451439 | -342931 |
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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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