Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1763656.7199 | 1752081.9781 | 11574.7418 | 708430.4209 | 631883.9685 | 76546.4524 |
Total P&L (%) | 1763.6567 | 1752.082 | 11.5747 | 708.4304 | 631.884 | 76.5465 |
Avg Daily Profit (%) | 0.9714 | 0.9651 | 0.0064 | 0.1152 | 0.1097 | 0.0313 |
Buy And Hold Return (%) | 634.7415 | 634.7415 | 634.7415 | 634.7415 | 634.7415 | 634.7415 |
Max Trade Drawdown | -161284 | -148387 | -45356 | -1484703 | -1821219 | -444382 |
Profit Factor | 2.9682 | 3.6191 | 1.051 | 1.0979 | 1.1143 | 1.0449 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 43.5754 | 43.8202 | 43.3333 | 43.5754 | 43.8202 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.8434 | 4.6399 | 1.3743 | 1.4216 | 1.4285 | 1.3664 |
Largest Winning Trade | 1103820 | 1103820 | 16013 | 965548 | 965548 | 218346 |
Largest Losing Trade | -46880 | -46880 | -15619 | -704355 | -704355 | -212228 |
Avg Bars in Trades | 120 | 217 | 24 | 120 | 217 | 24 |
Avg Bars in Winners | 167 | 310 | 25 | 167 | 310 | 25 |
Avg Bars in Losers | 83 | 145 | 23 | 83 | 145 | 23 |
Bars Traded | 21554 | 19381 | 2173 | 21554 | 19381 | 2173 |
Profit Streak | 0 | 82.6637 | 0 | 0 | 82.6637 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508121 | 540352 | -517180 | -282864 | -308503 | -490617 |
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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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