Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393140.6382 | 294635.591 | 98505.0472 | 1716279.2667 | 810176.9526 | 906102.3141 |
Total P&L (%) | 393.1406 | 294.6356 | 98.505 | 1716.2793 | 810.177 | 906.1023 |
Avg Daily Profit (%) | 0.218 | 0.1634 | 0.0546 | 0.1609 | 0.1226 | 0.1281 |
Buy And Hold Return (%) | 74.9705 | 74.9705 | 74.9705 | 74.9705 | 74.9705 | 74.9705 |
Max Trade Drawdown | -50402 | -56989 | -9972 | -1662095 | -1911704 | -174352 |
Profit Factor | 2.0551 | 1.9092 | 3.0295 | 1.3136 | 1.1636 | 2.7381 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 71.4286 | 72.5 | 70.3704 | 71.4286 | 72.5 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.8221 | 0.7242 | 1.2756 | 0.5255 | 0.4414 | 1.1529 |
Largest Winning Trade | 29144 | 29144 | 11922 | 531819 | 531819 | 200301 |
Largest Losing Trade | -50402 | -50402 | -6440 | -1491511 | -1491511 | -102406 |
Avg Bars in Trades | 41 | 80 | 2 | 41 | 80 | 2 |
Avg Bars in Winners | 24 | 46 | 2 | 24 | 46 | 2 |
Avg Bars in Losers | 83 | 168 | 4 | 83 | 168 | 4 |
Bars Traded | 6665 | 6430 | 235 | 6665 | 6430 | 235 |
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 | 408771 | -10392 | -192161 | 353723 | -87426 | -26200 |
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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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