Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810440.4334 | 703492.2318 | 106948.2016 | 1398158.7134 | -49667.0144 | 1447825.7278 |
Total P&L (%) | 810.4404 | 703.4922 | 106.9482 | 1398.1587 | -49.667 | 1447.8257 |
Avg Daily Profit (%) | 0.3891 | 0.3377 | 0.0513 | 0.13 | -0.033 | 0.1316 |
Buy And Hold Return (%) | 48.3651 | 48.3651 | 48.3651 | 48.3651 | 48.3651 | 48.3651 |
Max Trade Drawdown | -134108 | -114375 | -92798 | -2266236 | -1946674 | -1155447 |
Profit Factor | 2.0609 | 2.6378 | 1.3198 | 1.1284 | 0.992 | 1.3073 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 36.0294 | 26.4706 | 45.5882 | 36.0294 | 26.4706 | 45.5882 |
Ratio Avg Win / Avg Loss | 3.6591 | 7.3272 | 1.5753 | 2.0035 | 2.7555 | 1.5603 |
Largest Winning Trade | 304476 | 304476 | 48255 | 1358634 | 1358634 | 963642 |
Largest Losing Trade | -38640 | -38640 | -24078 | -864600 | -543422 | -864600 |
Avg Bars in Trades | 179 | 169 | 190 | 179 | 169 | 190 |
Avg Bars in Winners | 317 | 341 | 303 | 317 | 341 | 303 |
Avg Bars in Losers | 102 | 107 | 96 | 102 | 107 | 96 |
Bars Traded | 24470 | 11516 | 12954 | 24470 | 11516 | 12954 |
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 | 305958 | -118545 | -239684 | -102271 | -710791 | -126849 |
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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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