Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875976.1591 | 813449.7809 | 62526.3782 | 2584489.9269 | 3415899.1891 | -831409.2623 |
Total P&L (%) | 875.9762 | 813.4498 | 62.5264 | 2584.4899 | 3415.8992 | -831.4093 |
Avg Daily Profit (%) | 0.3884 | 0.3607 | 0.0277 | 0.146 | 0.158 | 0 |
Buy And Hold Return (%) | 282.7869 | 282.7869 | 282.7869 | 282.7869 | 282.7869 | 282.7869 |
Max Trade Drawdown | -146934 | -85929 | -158409 | -3516984 | -2086433 | -2745710 |
Profit Factor | 1.7863 | 2.5166 | 1.1082 | 1.1275 | 1.3636 | 0.9236 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 52.7426 | 52.1008 | 53.3898 | 52.7426 | 52.1008 | 53.3898 |
Ratio Avg Win / Avg Loss | 1.6005 | 2.3136 | 0.9675 | 1.0102 | 1.2537 | 0.8063 |
Largest Winning Trade | 314353 | 314353 | 56563 | 1828867 | 1828867 | 1143500 |
Largest Losing Trade | -49137 | -41228 | -49137 | -1492620 | -835958 | -1492620 |
Avg Bars in Trades | 36 | 27 | 45 | 36 | 27 | 45 |
Avg Bars in Winners | 47 | 30 | 65 | 47 | 30 | 65 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 8639 | 3244 | 5395 | 8639 | 3244 | 5395 |
Profit Streak | 0 | 0 | 47.0702 | 0 | 0 | 47.0702 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417865 | 406784 | -423563 | -76417 | 304680 | -579590 |
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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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