Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872759.0418 | 789581.8195 | 83177.2223 | 1009933.3657 | 203037.3509 | 806896.0148 |
Total P&L (%) | 872.759 | 789.5818 | 83.1772 | 1009.9334 | 203.0374 | 806.896 |
Avg Daily Profit (%) | 0.419 | 0.3791 | 0.0399 | 0.1156 | 0.0532 | 0.1059 |
Buy And Hold Return (%) | 91.8261 | 91.8261 | 91.8261 | 91.8261 | 91.8261 | 91.8261 |
Max Trade Drawdown | -143559 | -95346 | -107442 | -7403127 | -6266650 | -3295199 |
Profit Factor | 1.8481 | 2.5 | 1.1655 | 1.0338 | 1.0131 | 1.0561 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 175 | 90 | 85 | 175 | 90 | 85 |
Profitability (%) | 32.6923 | 30.7692 | 34.6154 | 32.6923 | 30.7692 | 34.6154 |
Ratio Avg Win / Avg Loss | 3.8049 | 5.625 | 2.2014 | 2.1284 | 2.2795 | 1.9949 |
Largest Winning Trade | 373709 | 373709 | 49505 | 5100097 | 5100097 | 2816193 |
Largest Losing Trade | -21693 | -21693 | -20581 | -1209721 | -1209721 | -1060753 |
Avg Bars in Trades | 94 | 89 | 98 | 94 | 89 | 98 |
Avg Bars in Winners | 178 | 181 | 176 | 178 | 181 | 176 |
Avg Bars in Losers | 53 | 48 | 57 | 53 | 48 | 57 |
Bars Traded | 24507 | 11639 | 12868 | 24507 | 11639 | 12868 |
Profit Streak | 23.4788 | 31.4788 | 0 | 23.4788 | 31.4788 | 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 | 309297 | 258684 | -348950 | -225309 | -339463 | -215072 |
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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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