Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481842.8817 | 417827.6546 | 64015.2271 | 1398092.6124 | 944922.1677 | 453170.4448 |
Total P&L (%) | 481.8429 | 417.8277 | 64.0152 | 1398.0926 | 944.9222 | 453.1704 |
Avg Daily Profit (%) | 0.2614 | 0.2267 | 0.0347 | 0.147 | 0.1274 | 0.0928 |
Buy And Hold Return (%) | 62.0757 | 62.0757 | 62.0757 | 62.0757 | 62.0757 | 62.0757 |
Max Trade Drawdown | -119462 | -125929 | -25233 | -2242869 | -2068150 | -296281 |
Profit Factor | 1.7745 | 1.8841 | 1.428 | 1.1641 | 1.1349 | 1.2993 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 259 | 143 | 116 | 259 | 143 | 116 |
Losing Trades | 68 | 20 | 48 | 68 | 20 | 48 |
Profitability (%) | 79.2049 | 87.7301 | 70.7317 | 79.2049 | 87.7301 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.4659 | 0.2635 | 0.5909 | 0.3056 | 0.1587 | 0.5376 |
Largest Winning Trade | 49202 | 49202 | 6809 | 427838 | 427838 | 95716 |
Largest Losing Trade | -68059 | -68059 | -17213 | -2065254 | -2065254 | -164599 |
Avg Bars in Trades | 63 | 121 | 6 | 63 | 121 | 6 |
Avg Bars in Winners | 27 | 47 | 3 | 27 | 47 | 3 |
Avg Bars in Losers | 200 | 649 | 13 | 200 | 649 | 13 |
Bars Traded | 20881 | 19798 | 1083 | 20881 | 19798 | 1083 |
Profit Streak | 0 | 148.9784 | 0 | 0 | 148.9784 | 0 |
Trades During Streak | 0 | 13 | 0 | 0 | 13 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512239 | 551740 | -300088 | -32610 | -89480 | -67336 |
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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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