Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409951.9849 | 297496.2668 | 112455.7181 | 914477.3744 | 703841.4151 | 210635.9593 |
Total P&L (%) | 409.952 | 297.4963 | 112.4557 | 914.4774 | 703.8414 | 210.636 |
Avg Daily Profit (%) | 0.2409 | 0.1748 | 0.0661 | 0.1363 | 0.1226 | 0.0666 |
Buy And Hold Return (%) | 124.7249 | 124.7249 | 124.7249 | 124.7249 | 124.7249 | 124.7249 |
Max Trade Drawdown | -72235 | -41542 | -59789 | -776084 | -310557 | -625406 |
Profit Factor | 1.7154 | 2.2304 | 1.3395 | 1.3075 | 1.5623 | 1.1223 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 60.2564 | 55.1282 | 65.3846 | 60.2564 | 55.1282 | 65.3846 |
Ratio Avg Win / Avg Loss | 1.1315 | 1.8154 | 0.7092 | 0.8624 | 1.2716 | 0.5942 |
Largest Winning Trade | 85612 | 85612 | 47980 | 240103 | 240103 | 121191 |
Largest Losing Trade | -54134 | -27011 | -54134 | -434759 | -110313 | -434759 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 6461 | 2938 | 3523 | 6461 | 2938 | 3523 |
Profit Streak | 0 | 0 | 41.1681 | 0 | 0 | 41.1681 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338461 | -26463 | -303439 | -10094 | -61975 | -232219 |
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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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