Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100751.7585 | 991660.4607 | 109091.2978 | 2128570.05 | 427654.385 | 1700915.6649 |
Total P&L (%) | 1100.7518 | 991.6605 | 109.0913 | 2128.5701 | 427.6544 | 1700.9157 |
Avg Daily Profit (%) | 0.5285 | 0.4761 | 0.0524 | 0.1491 | 0.0799 | 0.1389 |
Buy And Hold Return (%) | 100.994 | 100.994 | 100.994 | 100.994 | 100.994 | 100.994 |
Max Trade Drawdown | -196455 | -132738 | -218273 | -17927691 | -12066223 | -12107335 |
Profit Factor | 1.672 | 2.204 | 1.1339 | 1.032 | 1.0119 | 1.0553 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Losing Trades | 221 | 116 | 105 | 221 | 116 | 105 |
Profitability (%) | 39.6175 | 36.612 | 42.623 | 39.6175 | 36.612 | 42.623 |
Ratio Avg Win / Avg Loss | 2.5483 | 3.816 | 1.5265 | 1.5728 | 1.752 | 1.4206 |
Largest Winning Trade | 521130 | 521130 | 60229 | 6767666 | 6767666 | 2427064 |
Largest Losing Trade | -32644 | -24943 | -32644 | -4805034 | -3219247 | -4805034 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 106 | 113 | 101 | 106 | 113 | 101 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 24785 | 12387 | 12398 | 24785 | 12387 | 12398 |
Profit Streak | 13.8351 | 0 | 14.8351 | 13.8351 | 0 | 14.8351 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449523 | 352368 | -337768 | -179327 | -299398 | -168774 |
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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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