Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817471.474 | 722437.1494 | 95034.3245 | 1621619.1354 | -200413.6645 | 1822032.7999 |
Total P&L (%) | 817.4715 | 722.4371 | 95.0343 | 1621.6191 | -200.4137 | 1822.0328 |
Avg Daily Profit (%) | 0.3925 | 0.3469 | 0.0456 | 0.1367 | 0 | 0.142 |
Buy And Hold Return (%) | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 | 116.4706 |
Max Trade Drawdown | -93738 | -75121 | -108394 | -3660891 | -2926556 | -1277442 |
Profit Factor | 2.084 | 3.0242 | 1.2392 | 1.1156 | 0.9726 | 1.2719 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 41.0959 | 38.3562 | 43.8356 | 41.0959 | 38.3562 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.9871 | 4.8603 | 1.5878 | 1.5991 | 1.5632 | 1.6296 |
Largest Winning Trade | 303324 | 303324 | 56047 | 1967704 | 1967704 | 1847807 |
Largest Losing Trade | -31931 | -21852 | -31931 | -1079756 | -1079756 | -816709 |
Avg Bars in Trades | 169 | 158 | 180 | 169 | 158 | 180 |
Avg Bars in Winners | 246 | 238 | 253 | 246 | 238 | 253 |
Avg Bars in Losers | 115 | 109 | 123 | 115 | 109 | 123 |
Bars Traded | 24758 | 11571 | 13187 | 24758 | 11571 | 13187 |
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 | 380497 | -61947 | -371269 | -105359 | -654486 | -76329 |
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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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