Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643678.9094 | 577140.3448 | 66538.5646 | 1443788.3808 | 1141869.8242 | 301918.5566 |
Total P&L (%) | 643.6789 | 577.1403 | 66.5386 | 1443.7884 | 1141.8698 | 301.9186 |
Avg Daily Profit (%) | 0.309 | 0.277 | 0.0319 | 0.1315 | 0.121 | 0.0668 |
Buy And Hold Return (%) | 121.0332 | 121.0332 | 121.0332 | 121.0332 | 121.0332 | 121.0332 |
Max Trade Drawdown | -86840 | -75022 | -118428 | -2462047 | -1762676 | -1049819 |
Profit Factor | 1.633 | 2.0849 | 1.1372 | 1.1187 | 1.1773 | 1.0528 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 97 | 40 | 57 | 97 | 40 | 57 |
Losing Trades | 145 | 81 | 64 | 145 | 81 | 64 |
Profitability (%) | 40.0826 | 33.0579 | 47.1074 | 40.0826 | 33.0579 | 47.1074 |
Ratio Avg Win / Avg Loss | 2.4411 | 4.2219 | 1.2769 | 1.6723 | 2.384 | 1.1821 |
Largest Winning Trade | 157653 | 157653 | 53769 | 2139503 | 2139503 | 546062 |
Largest Losing Trade | -29198 | -26558 | -29198 | -641685 | -576047 | -641685 |
Avg Bars in Trades | 102 | 98 | 105 | 102 | 98 | 105 |
Avg Bars in Winners | 167 | 175 | 160 | 167 | 175 | 160 |
Avg Bars in Losers | 58 | 60 | 55 | 58 | 60 | 55 |
Bars Traded | 24703 | 11972 | 12731 | 24703 | 11972 | 12731 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300580 | 154786 | -386919 | -108553 | -62306 | -271181 |
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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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