Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971162.991 | 894430.7338 | 76732.2572 | 1169322.4716 | 1067043.5321 | 102278.9395 |
Total P&L (%) | 971.163 | 894.4307 | 76.7323 | 1169.3225 | 1067.0435 | 102.2789 |
Avg Daily Profit (%) | 0.4662 | 0.4293 | 0.0368 | 0.122 | 0.118 | 0.0338 |
Buy And Hold Return (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Max Trade Drawdown | -107759 | -102696 | -190422 | -3282158 | -2463986 | -1308710 |
Profit Factor | 1.9308 | 2.9076 | 1.1336 | 1.1111 | 1.1871 | 1.0212 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 36.2162 | 32.6087 | 39.7849 | 36.2162 | 32.6087 | 39.7849 |
Ratio Avg Win / Avg Loss | 3.4006 | 6.009 | 1.7157 | 1.9569 | 2.4533 | 1.5456 |
Largest Winning Trade | 492197 | 492197 | 58022 | 2590104 | 2590104 | 562599 |
Largest Losing Trade | -55716 | -23097 | -55716 | -644594 | -613724 | -644594 |
Avg Bars in Trades | 133 | 126 | 140 | 133 | 126 | 140 |
Avg Bars in Winners | 244 | 237 | 250 | 244 | 237 | 250 |
Avg Bars in Losers | 70 | 72 | 67 | 70 | 72 | 67 |
Bars Traded | 24641 | 11604 | 13038 | 24641 | 11604 | 13038 |
Profit Streak | 19.3141 | 0 | 47.0641 | 19.3141 | 0 | 47.0641 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365259 | 305200 | -228733 | -130657 | -55726 | -352676 |
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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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