Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538864.4887 | 485652.2614 | 53212.2274 | 640431.4954 | 618737.6696 | 21693.8258 |
Total P&L (%) | 538.8645 | 485.6523 | 53.2122 | 640.4315 | 618.7377 | 21.6938 |
Avg Daily Profit (%) | 0.292 | 0.2631 | 0.0288 | 0.1085 | 0.1069 | 0.0106 |
Buy And Hold Return (%) | 211.6878 | 211.6878 | 211.6878 | 211.6878 | 211.6878 | 211.6878 |
Max Trade Drawdown | -133399 | -112324 | -70091 | -1004656 | -667864 | -440911 |
Profit Factor | 1.6282 | 2.2091 | 1.1167 | 1.1564 | 1.3024 | 1.0106 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 55.2941 | 52.9412 | 57.6471 | 55.2941 | 52.9412 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.3164 | 1.9636 | 0.8204 | 0.9349 | 1.1577 | 0.7425 |
Largest Winning Trade | 250869 | 250869 | 32962 | 400492 | 400492 | 237466 |
Largest Losing Trade | -45566 | -45566 | -43048 | -367401 | -367401 | -283392 |
Avg Bars in Trades | 128 | 124 | 132 | 128 | 124 | 132 |
Avg Bars in Winners | 124 | 123 | 124 | 124 | 123 | 124 |
Avg Bars in Losers | 133 | 124 | 143 | 133 | 124 | 143 |
Bars Traded | 21786 | 10547 | 11239 | 21786 | 10547 | 11239 |
Profit Streak | 0 | 0 | 51.9489 | 0 | 0 | 51.9489 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318860 | 269688 | -412766 | -99376 | -52849 | -553722 |
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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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