Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654283.1735 | 487825.61 | 166457.5635 | 2454102.8202 | 1975300.8441 | 478801.9761 |
Total P&L (%) | 654.2832 | 487.8256 | 166.4576 | 2454.1028 | 1975.3008 | 478.802 |
Avg Daily Profit (%) | 0.3464 | 0.2582 | 0.0881 | 0.1717 | 0.1607 | 0.093 |
Buy And Hold Return (%) | 14.4377 | 14.4377 | 14.4377 | 14.4377 | 14.4377 | 14.4377 |
Max Trade Drawdown | -99911 | -75962 | -109918 | -5198996 | -3381555 | -2963939 |
Profit Factor | 1.5365 | 1.8122 | 1.2689 | 1.0888 | 1.1441 | 1.0344 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 121 | 47 | 74 | 121 | 47 | 74 |
Losing Trades | 199 | 113 | 86 | 199 | 113 | 86 |
Profitability (%) | 37.8125 | 29.375 | 46.25 | 37.8125 | 29.375 | 46.25 |
Ratio Avg Win / Avg Loss | 2.5269 | 4.3569 | 1.4747 | 1.7907 | 2.7506 | 1.2021 |
Largest Winning Trade | 102998 | 102998 | 36051 | 2355726 | 2355726 | 1443214 |
Largest Losing Trade | -55703 | -21691 | -55703 | -1317793 | -806523 | -1317793 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 40 | 25 | 31 | 40 | 25 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 5603 | 2967 | 2636 | 5603 | 2967 | 2636 |
Profit Streak | 0 | 0 | 12.2397 | 0 | 0 | 12.2397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329054 | 57050 | -75698 | -116710 | -63222 | -251784 |
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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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