Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838685.8162 | 741804.7079 | 96881.1083 | 3648902.3485 | 3074651.8285 | 574250.52 |
Total P&L (%) | 838.6858 | 741.8047 | 96.8811 | 3648.9023 | 3074.6518 | 574.2505 |
Avg Daily Profit (%) | 0.4026 | 0.3561 | 0.0465 | 0.1741 | 0.1661 | 0.0916 |
Buy And Hold Return (%) | 533.209 | 533.209 | 533.209 | 533.209 | 533.209 | 533.209 |
Max Trade Drawdown | -98679 | -97555 | -72155 | -1272598 | -1140318 | -561722 |
Profit Factor | 1.904 | 2.6018 | 1.2085 | 1.5111 | 1.8141 | 1.1708 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 124 | 51 | 73 | 124 | 51 | 73 |
Losing Trades | 178 | 100 | 78 | 178 | 100 | 78 |
Profitability (%) | 41.0596 | 33.7748 | 48.3444 | 41.0596 | 33.7748 | 48.3444 |
Ratio Avg Win / Avg Loss | 2.7331 | 5.1015 | 1.2913 | 2.1692 | 3.557 | 1.251 |
Largest Winning Trade | 411488 | 411488 | 32785 | 2238207 | 2238207 | 444040 |
Largest Losing Trade | -39338 | -20627 | -39338 | -511794 | -427940 | -511794 |
Avg Bars in Trades | 81 | 75 | 88 | 81 | 75 | 88 |
Avg Bars in Winners | 136 | 140 | 134 | 136 | 140 | 134 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 24711 | 11407 | 13304 | 24711 | 11407 | 13304 |
Profit Streak | 17.9311 | 17.9311 | 20.2645 | 17.9311 | 17.9311 | 20.2645 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 101406 | -35244 | -296908 | 337175 | 174897 | -244545 |
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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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