Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812824.1718 | 698471.8516 | 114352.3202 | 4366764.4461 | 3074128.4243 | 1292636.0218 |
Total P&L (%) | 812.8242 | 698.4719 | 114.3523 | 4366.7644 | 3074.1284 | 1292.636 |
Avg Daily Profit (%) | 0.3902 | 0.3353 | 0.0549 | 0.1825 | 0.1661 | 0.1265 |
Buy And Hold Return (%) | 137.5185 | 137.5185 | 137.5185 | 137.5185 | 137.5185 | 137.5185 |
Max Trade Drawdown | -90566 | -72393 | -114025 | -9143635 | -6782795 | -3584654 |
Profit Factor | 2.0239 | 2.7005 | 1.2985 | 1.1428 | 1.1836 | 1.0934 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 37.3333 | 33.3333 | 41.3333 | 37.3333 | 33.3333 | 41.3333 |
Ratio Avg Win / Avg Loss | 3.3972 | 5.4009 | 1.843 | 1.9182 | 2.3671 | 1.5519 |
Largest Winning Trade | 244265 | 244265 | 52817 | 7465950 | 7465950 | 3880778 |
Largest Losing Trade | -30812 | -22778 | -30812 | -2656963 | -1747544 | -2656963 |
Avg Bars in Trades | 164 | 155 | 174 | 164 | 155 | 174 |
Avg Bars in Winners | 295 | 303 | 289 | 295 | 303 | 289 |
Avg Bars in Losers | 86 | 81 | 92 | 86 | 81 | 92 |
Bars Traded | 24703 | 11631 | 13072 | 24703 | 11631 | 13072 |
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 | 311157 | -50374 | -344541 | -58626 | -73182 | -200730 |
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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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