Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654007.2719 | 569577.9997 | 84429.2722 | 1059406.5092 | 937176.1388 | 122230.3704 |
Total P&L (%) | 654.0073 | 569.578 | 84.4293 | 1059.4065 | 937.1761 | 122.2304 |
Avg Daily Profit (%) | 0.3539 | 0.3083 | 0.0457 | 0.1327 | 0.1267 | 0.0432 |
Buy And Hold Return (%) | 50.0451 | 50.0451 | 50.0451 | 50.0451 | 50.0451 | 50.0451 |
Max Trade Drawdown | -124853 | -62484 | -152541 | -1182093 | -947593 | -1123917 |
Profit Factor | 1.9482 | 2.8269 | 1.2234 | 1.1707 | 1.3025 | 1.0393 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 46.8531 | 43.0556 | 50.7042 | 46.8531 | 43.0556 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.21 | 3.7388 | 1.1894 | 1.328 | 1.7227 | 1.0104 |
Largest Winning Trade | 190562 | 190562 | 61012 | 643027 | 643027 | 425628 |
Largest Losing Trade | -58794 | -28360 | -58794 | -587789 | -587789 | -396988 |
Avg Bars in Trades | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Winners | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Losers | 36 | 42 | 28 | 36 | 42 | 28 |
Bars Traded | 7106 | 3699 | 3407 | 7106 | 3699 | 3407 |
Profit Streak | 0 | 0 | 46.137 | 0 | 0 | 46.137 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439509 | -67799 | -226617 | -49052 | -104443 | -401763 |
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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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