Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804102.3852 | 733376.1181 | 70726.2671 | 1764305.0527 | 980925.9487 | 783379.104 |
Total P&L (%) | 804.1024 | 733.3761 | 70.7263 | 1764.3051 | 980.9259 | 783.3791 |
Avg Daily Profit (%) | 0.386 | 0.352 | 0.0339 | 0.1405 | 0.1143 | 0.1046 |
Buy And Hold Return (%) | 336.3917 | 336.3917 | 336.3917 | 336.3917 | 336.3917 | 336.3917 |
Max Trade Drawdown | -158467 | -150422 | -158292 | -1769261 | -1712608 | -1400413 |
Profit Factor | 1.8072 | 2.5735 | 1.1334 | 1.1764 | 1.1902 | 1.1617 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 48.6188 | 47.7778 | 49.4505 | 48.6188 | 47.7778 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.9099 | 2.8129 | 1.1586 | 1.2432 | 1.3009 | 1.1875 |
Largest Winning Trade | 188504 | 188504 | 55926 | 991773 | 991773 | 640159 |
Largest Losing Trade | -52419 | -26939 | -52419 | -804589 | -608718 | -804589 |
Avg Bars in Trades | 135 | 141 | 130 | 135 | 141 | 130 |
Avg Bars in Winners | 162 | 168 | 156 | 162 | 168 | 156 |
Avg Bars in Losers | 110 | 116 | 105 | 110 | 116 | 105 |
Bars Traded | 24608 | 12718 | 11890 | 24608 | 12718 | 11890 |
Profit Streak | 16.249 | 0 | 28.999 | 16.249 | 0 | 28.999 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351207 | 265613 | -387070 | -31748 | -55676 | -100267 |
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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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