Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759585.7366 | 694681.0129 | 64904.7237 | 1259694.7456 | 587244.4416 | 672450.304 |
Total P&L (%) | 759.5857 | 694.681 | 64.9047 | 1259.6947 | 587.2444 | 672.4503 |
Avg Daily Profit (%) | 0.4052 | 0.3705 | 0.0346 | 0.1393 | 0.1029 | 0.1091 |
Buy And Hold Return (%) | 241.2279 | 241.2279 | 241.2279 | 241.2279 | 241.2279 | 241.2279 |
Max Trade Drawdown | -211535 | -65594 | -211585 | -625432 | -339927 | -377123 |
Profit Factor | 1.9566 | 2.8367 | 1.1561 | 1.5151 | 1.4683 | 1.5643 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 44.9664 | 43.2432 | 46.6667 | 44.9664 | 43.2432 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.3947 | 3.7232 | 1.3213 | 1.8543 | 1.9272 | 1.7878 |
Largest Winning Trade | 358657 | 358657 | 59688 | 516417 | 272150 | 516417 |
Largest Losing Trade | -57204 | -26190 | -57204 | -279404 | -198023 | -279404 |
Avg Bars in Trades | 148 | 129 | 167 | 148 | 129 | 167 |
Avg Bars in Winners | 215 | 181 | 246 | 215 | 181 | 246 |
Avg Bars in Losers | 93 | 89 | 97 | 93 | 89 | 97 |
Bars Traded | 22103 | 9552 | 12551 | 22103 | 9552 | 12551 |
Profit Streak | 0 | 36.1774 | 0 | 0 | 36.1774 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322765 | -54850 | -419495 | -6886 | -123543 | -105655 |
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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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