Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752460.2554 | 690609.7261 | 61850.5292 | 790820.052 | 1058052.0387 | -267231.9867 |
Total P&L (%) | 752.4603 | 690.6097 | 61.8505 | 790.8201 | 1058.052 | -267.232 |
Avg Daily Profit (%) | 0.4076 | 0.3741 | 0.0335 | 0.1185 | 0.1328 | 0 |
Buy And Hold Return (%) | 60.8748 | 60.8748 | 60.8748 | 60.8748 | 60.8748 | 60.8748 |
Max Trade Drawdown | -141190 | -142442 | -82292 | -3677923 | -3169513 | -1748392 |
Profit Factor | 1.5232 | 1.8136 | 1.105 | 1.0346 | 1.0754 | 0.9697 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Losing Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Profitability (%) | 42.9032 | 41.9355 | 43.871 | 42.9032 | 41.9355 | 43.871 |
Ratio Avg Win / Avg Loss | 2.0272 | 2.5111 | 1.4137 | 1.3769 | 1.4891 | 1.2407 |
Largest Winning Trade | 206307 | 206307 | 42451 | 1697412 | 1697412 | 777905 |
Largest Losing Trade | -36071 | -28673 | -36071 | -786745 | -786745 | -750730 |
Avg Bars in Trades | 70 | 94 | 47 | 70 | 94 | 47 |
Avg Bars in Winners | 101 | 144 | 59 | 101 | 144 | 59 |
Avg Bars in Losers | 48 | 58 | 37 | 48 | 58 | 37 |
Bars Traded | 21987 | 14667 | 7320 | 21987 | 14667 | 7320 |
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 | 404383 | 363131 | -416118 | -217921 | -155781 | -581238 |
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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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