Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542482.4279 | 1554855.4339 | -12373.006 | 498100.5489 | 260444.7954 | 237655.7535 |
Total P&L (%) | 1542.4824 | 1554.8554 | -12.373 | 498.1005 | 260.4448 | 237.6558 |
Avg Daily Profit (%) | 0.653 | 0.6583 | -0.0052 | 0.0758 | 0.0543 | 0.0515 |
Buy And Hold Return (%) | 464.1916 | 464.1916 | 464.1916 | 464.1916 | 464.1916 | 464.1916 |
Max Trade Drawdown | -96977 | -157827 | -129348 | -1648692 | -2016876 | -602434 |
Profit Factor | 2.822 | 4.4722 | 0.969 | 1.0739 | 1.0633 | 1.0904 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 46.5909 | 46.5909 | 46.5909 | 46.5909 | 46.5909 | 46.5909 |
Ratio Avg Win / Avg Loss | 3.235 | 5.1267 | 1.1108 | 1.231 | 1.2189 | 1.25 |
Largest Winning Trade | 1386492 | 1386492 | 57499 | 1703745 | 1703745 | 446608 |
Largest Losing Trade | -41906 | -41906 | -32150 | -443325 | -443325 | -301283 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 54 | 49 | 59 | 54 | 49 | 59 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 6832 | 3148 | 3684 | 6832 | 3148 | 3684 |
Profit Streak | 0 | 0 | 13.4127 | 0 | 0 | 13.4127 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506463 | 537032 | -580152 | -374510 | -438704 | -411984 |
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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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