Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841815.9902 | 621876.9604 | 219939.0297 | 6369871.2979 | 4598927.5196 | 1770943.7782 |
Total P&L (%) | 841.816 | 621.877 | 219.939 | 6369.8713 | 4598.9275 | 1770.9438 |
Avg Daily Profit (%) | 0.451 | 0.3331 | 0.1178 | 0.2236 | 0.2064 | 0.157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176950 | -85190 | -171818 | -1954311 | -1282342 | -1504156 |
Profit Factor | 2.0337 | 2.4748 | 1.56 | 1.5711 | 1.6939 | 1.3912 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 50.9934 | 50 | 52 | 50.9934 | 50 | 52 |
Ratio Avg Win / Avg Loss | 1.9544 | 2.4748 | 1.44 | 1.5099 | 1.6939 | 1.2842 |
Largest Winning Trade | 190143 | 190143 | 80501 | 2295412 | 2295412 | 674538 |
Largest Losing Trade | -43427 | -37983 | -43427 | -1086618 | -1086618 | -513844 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
Bars Traded | 7360 | 3542 | 3818 | 7360 | 3542 | 3818 |
Profit Streak | 0 | 0 | 160.6003 | 0 | 0 | 160.6003 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538846 | -35566 | -89328 | 432403 | -38155 | -46975 |
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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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