Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625214.0028 | 562869.0467 | 62344.9561 | 1512515.408 | 1146529.0177 | 365986.3902 |
Total P&L (%) | 625.214 | 562.869 | 62.345 | 1512.5154 | 1146.529 | 365.9864 |
Avg Daily Profit (%) | 0.3864 | 0.3479 | 0.0385 | 0.172 | 0.1561 | 0.0952 |
Buy And Hold Return (%) | 21.8435 | 21.8435 | 21.8435 | 21.8435 | 21.8435 | 21.8435 |
Max Trade Drawdown | -123873 | -114988 | -105230 | -1053733 | -922643 | -546930 |
Profit Factor | 1.8911 | 2.4946 | 1.1918 | 1.3479 | 1.4904 | 1.1821 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 39.6947 | 42.4242 | 36.9231 | 39.6947 | 42.4242 | 36.9231 |
Ratio Avg Win / Avg Loss | 2.8731 | 3.3855 | 2.036 | 2.0477 | 2.0227 | 2.0194 |
Largest Winning Trade | 190375 | 190375 | 74889 | 603182 | 592401 | 603182 |
Largest Losing Trade | -31244 | -24792 | -31244 | -441058 | -290363 | -441058 |
Avg Bars in Trades | 144 | 138 | 150 | 144 | 138 | 150 |
Avg Bars in Winners | 245 | 226 | 268 | 245 | 226 | 268 |
Avg Bars in Losers | 77 | 73 | 80 | 77 | 73 | 80 |
Bars Traded | 18905 | 9139 | 9766 | 18905 | 9139 | 9766 |
Profit Streak | 0 | 0 | 548.6416 | 0 | 0 | 548.6416 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344184 | -113347 | -289531 | 202514 | -117383 | -221505 |
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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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