Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017793.8903 | 987770.8109 | 30023.0795 | 593051.3362 | 148373.7239 | 444677.6123 |
Total P&L (%) | 1017.7939 | 987.7708 | 30.0231 | 593.0513 | 148.3737 | 444.6776 |
Avg Daily Profit (%) | 0.4885 | 0.4741 | 0.0144 | 0.093 | 0.0437 | 0.0814 |
Buy And Hold Return (%) | 401.8422 | 401.8422 | 401.8422 | 401.8422 | 401.8422 | 401.8422 |
Max Trade Drawdown | -135719 | -101290 | -174906 | -2295400 | -1858567 | -546698 |
Profit Factor | 1.8463 | 2.7148 | 1.0479 | 1.0746 | 1.0331 | 1.1283 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Losing Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Profitability (%) | 41.8301 | 41.8301 | 41.8301 | 41.8301 | 41.8301 | 41.8301 |
Ratio Avg Win / Avg Loss | 2.5676 | 3.7752 | 1.4573 | 1.4943 | 1.4366 | 1.569 |
Largest Winning Trade | 801696 | 801696 | 45032 | 1161237 | 1161237 | 602800 |
Largest Losing Trade | -38905 | -26634 | -38905 | -392362 | -392362 | -255065 |
Avg Bars in Trades | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Winners | 116 | 122 | 110 | 116 | 122 | 110 |
Avg Bars in Losers | 53 | 61 | 46 | 53 | 61 | 46 |
Bars Traded | 24498 | 13303 | 11195 | 24498 | 13303 | 11195 |
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 | 320554 | 316603 | -510118 | -226232 | -487411 | -298137 |
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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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