Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001438.8692 | 1001297.9023 | 140.9669 | 397776.5761 | 64192.3169 | 333584.2592 |
Total P&L (%) | 1001.4389 | 1001.2979 | 0.141 | 397.7766 | 64.1923 | 333.5843 |
Avg Daily Profit (%) | 0.5315 | 0.5314 | 0.0001 | 0.0852 | 0.0263 | 0.0779 |
Buy And Hold Return (%) | 191.9697 | 191.9697 | 191.9697 | 191.9697 | 191.9697 | 191.9697 |
Max Trade Drawdown | -125099 | -85230 | -201229 | -415115 | -421370 | -211144 |
Profit Factor | 2.0663 | 3.4488 | 1.0003 | 1.1716 | 1.0536 | 1.2978 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
Profitability (%) | 35.7143 | 27.2727 | 44.1558 | 35.7143 | 27.2727 | 44.1558 |
Ratio Avg Win / Avg Loss | 3.7194 | 9.1967 | 1.265 | 2.109 | 2.8096 | 1.6413 |
Largest Winning Trade | 654312 | 654312 | 47479 | 473222 | 473222 | 179340 |
Largest Losing Trade | -59361 | -19630 | -59361 | -134649 | -95841 | -134649 |
Avg Bars in Trades | 145 | 127 | 162 | 145 | 127 | 162 |
Avg Bars in Winners | 260 | 236 | 275 | 260 | 236 | 275 |
Avg Bars in Losers | 80 | 87 | 72 | 80 | 87 | 72 |
Bars Traded | 22333 | 9845 | 12488 | 22333 | 9845 | 12488 |
Profit Streak | 0 | 0 | 35.3234 | 0 | 0 | 35.3234 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319020 | -45479 | -622406 | -120947 | -545684 | -140108 |
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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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