Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858428.4693 | 788257.0385 | 70171.4308 | 1473395.4881 | 930654.6152 | 542740.8729 |
Total P&L (%) | 858.4285 | 788.257 | 70.1714 | 1473.3955 | 930.6546 | 542.7409 |
Avg Daily Profit (%) | 0.4122 | 0.3785 | 0.0337 | 0.1324 | 0.1121 | 0.0894 |
Buy And Hold Return (%) | 287.793 | 287.793 | 287.793 | 287.793 | 287.793 | 287.793 |
Max Trade Drawdown | -226430 | -190113 | -64787 | -3400936 | -2023939 | -1457487 |
Profit Factor | 2.3282 | 2.8304 | 1.3254 | 1.2007 | 1.1827 | 1.2414 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 46.9388 | 49.3151 | 44.5946 | 46.9388 | 49.3151 | 44.5946 |
Ratio Avg Win / Avg Loss | 2.6319 | 2.909 | 1.6467 | 1.3573 | 1.2156 | 1.5424 |
Largest Winning Trade | 289418 | 289418 | 43543 | 1809275 | 1809275 | 610469 |
Largest Losing Trade | -62043 | -62043 | -46098 | -1192900 | -1192900 | -1061242 |
Avg Bars in Trades | 163 | 210 | 117 | 163 | 210 | 117 |
Avg Bars in Winners | 190 | 233 | 142 | 190 | 233 | 142 |
Avg Bars in Losers | 140 | 188 | 97 | 140 | 188 | 97 |
Bars Traded | 24085 | 15380 | 8705 | 24085 | 15380 | 8705 |
Profit Streak | 0 | 85.6214 | 0 | 0 | 85.6214 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372856 | -59640 | -378866 | -18407 | -136660 | -146585 |
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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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