Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006290.0598 | 999621.6674 | 6668.3924 | 528210.7023 | 316518.4096 | 211692.2927 |
Total P&L (%) | 1006.2901 | 999.6217 | 6.6684 | 528.2107 | 316.5184 | 211.6923 |
Avg Daily Profit (%) | 0.4832 | 0.48 | 0.0032 | 0.0883 | 0.0685 | 0.0546 |
Buy And Hold Return (%) | 442.4113 | 442.4113 | 442.4113 | 442.4113 | 442.4113 | 442.4113 |
Max Trade Drawdown | -140373 | -89070 | -201070 | -463637 | -441348 | -384654 |
Profit Factor | 1.8285 | 2.7385 | 1.0104 | 1.1384 | 1.1678 | 1.1097 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 128 | 60 | 68 | 128 | 60 | 68 |
Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Profitability (%) | 44.1379 | 41.3793 | 46.8966 | 44.1379 | 41.3793 | 46.8966 |
Ratio Avg Win / Avg Loss | 2.3142 | 3.8796 | 1.1442 | 1.4408 | 1.6544 | 1.2565 |
Largest Winning Trade | 684002 | 684002 | 47617 | 313392 | 313392 | 202490 |
Largest Losing Trade | -50412 | -45531 | -50412 | -162258 | -162258 | -151487 |
Avg Bars in Trades | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Winners | 116 | 115 | 116 | 116 | 115 | 116 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 24716 | 11926 | 12790 | 24716 | 11926 | 12790 |
Profit Streak | 6.6322 | 0 | 17.2989 | 6.6322 | 0 | 17.2989 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316609 | 251092 | -564180 | -248473 | -305548 | -386473 |
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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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