Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759424.9144 | 616264.0591 | 143160.8553 | 3298996.1042 | 654223.0229 | 2644773.0813 |
Total P&L (%) | 759.4249 | 616.2641 | 143.1609 | 3298.9961 | 654.223 | 2644.7731 |
Avg Daily Profit (%) | 0.3646 | 0.2959 | 0.0687 | 0.1694 | 0.0971 | 0.1592 |
Buy And Hold Return (%) | 86.5093 | 86.5093 | 86.5093 | 86.5093 | 86.5093 | 86.5093 |
Max Trade Drawdown | -82937 | -80582 | -101156 | -4642490 | -4001862 | -2278264 |
Profit Factor | 1.8267 | 2.2699 | 1.3304 | 1.1433 | 1.0509 | 1.2601 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 160 | 85 | 75 | 160 | 85 | 75 |
Profitability (%) | 37.0079 | 33.0709 | 40.9449 | 37.0079 | 33.0709 | 40.9449 |
Ratio Avg Win / Avg Loss | 3.1093 | 4.5939 | 1.9188 | 1.946 | 2.1268 | 1.8174 |
Largest Winning Trade | 228985 | 228985 | 44679 | 2758596 | 2758596 | 1300944 |
Largest Losing Trade | -30603 | -28810 | -30603 | -1367461 | -1367461 | -1017906 |
Avg Bars in Trades | 96 | 91 | 101 | 96 | 91 | 101 |
Avg Bars in Winners | 170 | 186 | 158 | 170 | 186 | 158 |
Avg Bars in Losers | 52 | 44 | 61 | 52 | 44 | 61 |
Bars Traded | 24488 | 11628 | 12860 | 24488 | 11628 | 12860 |
Profit Streak | 14.858 | 15.7747 | 0 | 14.858 | 15.7747 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351890 | 250468 | -112706 | -57166 | -232635 | 176441 |
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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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