Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736571.8859 | 640413.5755 | 96158.3103 | 1449219.2672 | 24882.1707 | 1424337.0965 |
Total P&L (%) | 736.5719 | 640.4136 | 96.1583 | 1449.2193 | 24.8822 | 1424.3371 |
Avg Daily Profit (%) | 0.3961 | 0.3444 | 0.0517 | 0.1475 | 0.012 | 0.1466 |
Buy And Hold Return (%) | 55.7113 | 55.7113 | 55.7113 | 55.7113 | 55.7113 | 55.7113 |
Max Trade Drawdown | -153625 | -104777 | -62780 | -3409791 | -2226044 | -1469020 |
Profit Factor | 2.164 | 3.0033 | 1.3071 | 1.1503 | 1.0048 | 1.3165 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 45 | 38.3333 | 51.6667 | 45 | 38.3333 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.6449 | 4.8314 | 1.2228 | 1.4059 | 1.6165 | 1.2315 |
Largest Winning Trade | 369437 | 369437 | 62995 | 1599479 | 863141 | 1599479 |
Largest Losing Trade | -28433 | -21364 | -28433 | -843865 | -843865 | -549070 |
Avg Bars in Trades | 180 | 164 | 196 | 180 | 164 | 196 |
Avg Bars in Winners | 268 | 256 | 276 | 268 | 256 | 276 |
Avg Bars in Losers | 108 | 106 | 111 | 108 | 106 | 111 |
Bars Traded | 21657 | 9854 | 11803 | 21657 | 9854 | 11803 |
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 | 439370 | -158986 | -301406 | -52583 | -730738 | -165686 |
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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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