Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849424.2331 | 696466.7564 | 152957.4767 | 8598787.2983 | 3634242.5933 | 4964544.705 |
Total P&L (%) | 849.4242 | 696.4668 | 152.9575 | 8598.7873 | 3634.2426 | 4964.5447 |
Avg Daily Profit (%) | 0.4079 | 0.3344 | 0.0734 | 0.2147 | 0.174 | 0.1886 |
Buy And Hold Return (%) | 295.9373 | 295.9373 | 295.9373 | 295.9373 | 295.9373 | 295.9373 |
Max Trade Drawdown | -98578 | -68655 | -147989 | -13460667 | -11559263 | -3946377 |
Profit Factor | 1.9635 | 2.5118 | 1.3634 | 1.2158 | 1.1499 | 1.3184 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 45.5621 | 41.1765 | 50 | 45.5621 | 41.1765 | 50 |
Ratio Avg Win / Avg Loss | 2.346 | 3.5883 | 1.3634 | 1.4527 | 1.6427 | 1.3184 |
Largest Winning Trade | 150602 | 150602 | 38539 | 11425021 | 11425021 | 4933847 |
Largest Losing Trade | -48914 | -26813 | -48914 | -4523830 | -4523830 | -3628816 |
Avg Bars in Trades | 146 | 151 | 141 | 146 | 151 | 141 |
Avg Bars in Winners | 197 | 219 | 179 | 197 | 219 | 179 |
Avg Bars in Losers | 103 | 103 | 103 | 103 | 103 | 103 |
Bars Traded | 24708 | 12835 | 11873 | 24708 | 12835 | 11873 |
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 | 341185 | 204620 | -260510 | 248109 | -50508 | 281064 |
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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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