Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987290.8152 | 919219.9711 | 68070.8441 | 1029666.1563 | 843850.2148 | 185815.9416 |
Total P&L (%) | 987.2908 | 919.22 | 68.0708 | 1029.6662 | 843.8502 | 185.8159 |
Avg Daily Profit (%) | 0.5384 | 0.5013 | 0.0371 | 0.1323 | 0.1225 | 0.0573 |
Buy And Hold Return (%) | 183.7141 | 183.7141 | 183.7141 | 183.7141 | 183.7141 | 183.7141 |
Max Trade Drawdown | -119266 | -110829 | -82763 | -553922 | -473549 | -502456 |
Profit Factor | 2.3972 | 3.5652 | 1.1955 | 1.2908 | 1.4431 | 1.1136 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 45.7516 | 44.1558 | 47.3684 | 45.7516 | 44.1558 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.8424 | 4.5089 | 1.3283 | 1.5306 | 1.8251 | 1.2373 |
Largest Winning Trade | 776150 | 776150 | 44357 | 662756 | 662756 | 262277 |
Largest Losing Trade | -40287 | -21061 | -40287 | -242438 | -242438 | -217671 |
Avg Bars in Trades | 70 | 69 | 70 | 70 | 69 | 70 |
Avg Bars in Winners | 99 | 109 | 91 | 99 | 109 | 91 |
Avg Bars in Losers | 45 | 38 | 52 | 45 | 38 | 52 |
Bars Traded | 10763 | 5382 | 5381 | 10763 | 5382 | 5381 |
Profit Streak | 0 | 0 | 40.6935 | 0 | 0 | 40.6935 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488258 | -28206 | -364102 | -16619 | -72917 | -423720 |
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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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