Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826874.2385 | 777389.4932 | 49484.7454 | 1578305.8786 | 478147.4238 | 1100158.4548 |
Total P&L (%) | 826.8742 | 777.3895 | 49.4847 | 1578.3059 | 478.1474 | 1100.1585 |
Avg Daily Profit (%) | 0.439 | 0.4127 | 0.0263 | 0.1498 | 0.0932 | 0.132 |
Buy And Hold Return (%) | 138.764 | 138.764 | 138.764 | 138.764 | 138.764 | 138.764 |
Max Trade Drawdown | -156397 | -77846 | -189424 | -1326873 | -1383525 | -622714 |
Profit Factor | 1.7042 | 2.4092 | 1.0795 | 1.1761 | 1.0943 | 1.2828 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 41.1017 | 37.2881 | 44.9153 | 41.1017 | 37.2881 | 44.9153 |
Ratio Avg Win / Avg Loss | 2.442 | 4.0518 | 1.3239 | 1.6854 | 1.8404 | 1.5733 |
Largest Winning Trade | 223998 | 223998 | 45203 | 1339139 | 1339139 | 595053 |
Largest Losing Trade | -47811 | -24302 | -47811 | -504018 | -279347 | -504018 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 5552 | 2910 | 2642 | 5552 | 2910 | 2642 |
Profit Streak | 0 | 0 | 35.9386 | 0 | 0 | 35.9386 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384037 | 309865 | -458055 | -20235 | -191879 | -16680 |
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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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