Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905537.0402 | 817765.9781 | 87771.0622 | 2649773.4087 | 1124288.8618 | 1525484.5469 |
Total P&L (%) | 905.537 | 817.766 | 87.7711 | 2649.7734 | 1124.2889 | 1525.4845 |
Avg Daily Profit (%) | 0.4805 | 0.434 | 0.0466 | 0.176 | 0.133 | 0.1481 |
Buy And Hold Return (%) | 194.7957 | 194.7957 | 194.7957 | 194.7957 | 194.7957 | 194.7957 |
Max Trade Drawdown | -128731 | -83096 | -137475 | -2065608 | -1617544 | -1108476 |
Profit Factor | 1.8508 | 2.6831 | 1.1517 | 1.2014 | 1.1663 | 1.2387 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 86 | 32 | 54 | 86 | 32 | 54 |
Losing Trades | 146 | 84 | 62 | 146 | 84 | 62 |
Profitability (%) | 37.069 | 27.5862 | 46.5517 | 37.069 | 27.5862 | 46.5517 |
Ratio Avg Win / Avg Loss | 3.142 | 7.0431 | 1.3223 | 2.0397 | 3.0614 | 1.4222 |
Largest Winning Trade | 229558 | 229558 | 53149 | 2384021 | 2384021 | 872590 |
Largest Losing Trade | -70335 | -19269 | -70335 | -690503 | -495559 | -690503 |
Avg Bars in Trades | 96 | 89 | 102 | 96 | 89 | 102 |
Avg Bars in Winners | 166 | 178 | 159 | 166 | 178 | 159 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 22334 | 10391 | 11943 | 22334 | 10391 | 11943 |
Profit Streak | 0 | 0 | 36.4642 | 0 | 0 | 36.4642 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305548 | -5552 | -351158 | 165989 | -71047 | 133784 |
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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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