Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694920.1065 | 547773.1108 | 147146.9957 | 6753431.8865 | 4541655.615 | 2211776.2715 |
Total P&L (%) | 694.9201 | 547.7731 | 147.147 | 6753.4319 | 4541.6556 | 2211.7763 |
Avg Daily Profit (%) | 0.3783 | 0.2982 | 0.0801 | 0.2304 | 0.2091 | 0.1711 |
Buy And Hold Return (%) | 146.3994 | 146.3994 | 146.3994 | 146.3994 | 146.3994 | 146.3994 |
Max Trade Drawdown | -83089 | -75582 | -73489 | -4407765 | -4270953 | -2240313 |
Profit Factor | 1.7583 | 2.1498 | 1.3344 | 1.3595 | 1.4085 | 1.2884 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 137 | 63 | 74 | 137 | 63 | 74 |
Losing Trades | 135 | 73 | 62 | 135 | 73 | 62 |
Profitability (%) | 50.3676 | 46.3235 | 54.4118 | 50.3676 | 46.3235 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.7326 | 2.491 | 1.118 | 1.3396 | 1.632 | 1.0795 |
Largest Winning Trade | 136691 | 136691 | 35218 | 3525286 | 3525286 | 820436 |
Largest Losing Trade | -46671 | -34980 | -46671 | -1899812 | -1899812 | -808442 |
Avg Bars in Trades | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Winners | 23 | 30 | 17 | 23 | 30 | 17 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 5359 | 3191 | 2168 | 5359 | 3191 | 2168 |
Profit Streak | 8.9902 | 0 | 9.3235 | 8.9902 | 0 | 9.3235 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495125 | 330076 | -248576 | 401806 | 310608 | 328551 |
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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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