Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798829.5043 | 728982.9926 | 69846.5117 | 1009437.998 | 62700.0569 | 946737.9411 |
Total P&L (%) | 798.8295 | 728.983 | 69.8465 | 1009.438 | 62.7001 | 946.7379 |
Avg Daily Profit (%) | 0.3834 | 0.3499 | 0.0335 | 0.1156 | 0.0234 | 0.1128 |
Buy And Hold Return (%) | 116.2651 | 116.2651 | 116.2651 | 116.2651 | 116.2651 | 116.2651 |
Max Trade Drawdown | -124964 | -118677 | -97442 | -7593943 | -5401269 | -3151683 |
Profit Factor | 1.823 | 2.5835 | 1.1369 | 1.0512 | 1.0063 | 1.0971 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 45.098 | 48.0519 | 42.1053 | 45.098 | 48.0519 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.2193 | 2.793 | 1.5632 | 1.2797 | 1.0879 | 1.5085 |
Largest Winning Trade | 249224 | 249224 | 65668 | 2743174 | 2743174 | 2077199 |
Largest Losing Trade | -40086 | -40086 | -36211 | -2339951 | -2112939 | -2339951 |
Avg Bars in Trades | 161 | 143 | 179 | 161 | 143 | 179 |
Avg Bars in Winners | 216 | 186 | 252 | 216 | 186 | 252 |
Avg Bars in Losers | 115 | 104 | 126 | 115 | 104 | 126 |
Bars Traded | 24672 | 11050 | 13622 | 24672 | 11050 | 13622 |
Profit Streak | 0 | 0 | 18.2071 | 0 | 0 | 18.2071 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427447 | -28957 | -434692 | -203653 | -583763 | -206603 |
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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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