Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954624.2254 | 830833.1901 | 123791.0353 | 4061509.4379 | 2336200.4405 | 1725308.9975 |
Total P&L (%) | 954.6242 | 830.8332 | 123.791 | 4061.5094 | 2336.2004 | 1725.309 |
Avg Daily Profit (%) | 0.3809 | 0.3315 | 0.0494 | 0.1489 | 0.1275 | 0.1159 |
Buy And Hold Return (%) | 158.5178 | 158.5178 | 158.5178 | 158.5178 | 158.5178 | 158.5178 |
Max Trade Drawdown | -157093 | -143490 | -31715 | -1787931 | -1442326 | -464190 |
Profit Factor | 1.9156 | 2.1414 | 1.3933 | 1.6 | 1.4848 | 1.8847 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Losing Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Profitability (%) | 50.8091 | 50.6494 | 50.9677 | 50.8091 | 50.6494 | 50.9677 |
Ratio Avg Win / Avg Loss | 1.8546 | 2.0865 | 1.3404 | 1.549 | 1.4467 | 1.8131 |
Largest Winning Trade | 470897 | 470897 | 24179 | 1531893 | 1531893 | 603772 |
Largest Losing Trade | -36387 | -36387 | -17594 | -531952 | -531952 | -378423 |
Avg Bars in Trades | 15 | 26 | 5 | 15 | 26 | 5 |
Avg Bars in Winners | 15 | 23 | 6 | 15 | 23 | 6 |
Avg Bars in Losers | 16 | 28 | 4 | 16 | 28 | 4 |
Bars Traded | 4928 | 4021 | 907 | 4928 | 4021 | 907 |
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 | 524433 | 456314 | -291419 | 400310 | -20602 | -33566 |
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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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