Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1823803.7861 | 1815794.5329 | 8009.2532 | 356012.8784 | 97963.7684 | 258049.11 |
Total P&L (%) | 1823.8038 | 1815.7945 | 8.0093 | 356.0129 | 97.9638 | 258.0491 |
Avg Daily Profit (%) | 1.0153 | 1.0109 | 0.0045 | 0.0845 | 0.038 | 0.071 |
Buy And Hold Return (%) | 361.3924 | 361.3924 | 361.3924 | 361.3924 | 361.3924 | 361.3924 |
Max Trade Drawdown | -172861 | -71975 | -232673 | -628440 | -533903 | -321725 |
Profit Factor | 2.891 | 5.3372 | 1.0147 | 1.1105 | 1.0609 | 1.1601 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 49.375 | 46.25 | 52.5 | 49.375 | 46.25 | 52.5 |
Ratio Avg Win / Avg Loss | 2.9642 | 6.2027 | 0.918 | 1.1386 | 1.2329 | 1.0496 |
Largest Winning Trade | 1573741 | 1573741 | 69356 | 246581 | 246581 | 218742 |
Largest Losing Trade | -69680 | -32555 | -69680 | -241293 | -163086 | -241293 |
Avg Bars in Trades | 131 | 101 | 162 | 131 | 101 | 162 |
Avg Bars in Winners | 166 | 106 | 220 | 166 | 106 | 220 |
Avg Bars in Losers | 97 | 97 | 98 | 97 | 97 | 98 |
Bars Traded | 21099 | 8107 | 12992 | 21099 | 8107 | 12992 |
Profit Streak | 0 | 0 | 26.9918 | 0 | 0 | 26.9918 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 653956 | -842 | -577284 | -344286 | -482388 | -326899 |
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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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