Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953566.1026 | 824223.6627 | 129342.44 | 2319173.2506 | 1827751.5126 | 491421.738 |
Total P&L (%) | 953.5661 | 824.2237 | 129.3424 | 2319.1733 | 1827.7515 | 491.4217 |
Avg Daily Profit (%) | 0.5095 | 0.4404 | 0.0691 | 0.1704 | 0.1582 | 0.095 |
Buy And Hold Return (%) | 30.6026 | 30.6026 | 30.6026 | 30.6026 | 30.6026 | 30.6026 |
Max Trade Drawdown | -307480 | -176251 | -147921 | -3180391 | -1656922 | -1619203 |
Profit Factor | 2.229 | 2.8495 | 1.3917 | 1.3864 | 1.5697 | 1.1759 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 46.3576 | 42.1053 | 50.6667 | 46.3576 | 42.1053 | 50.6667 |
Ratio Avg Win / Avg Loss | 2.5793 | 3.918 | 1.3551 | 1.6043 | 2.1583 | 1.145 |
Largest Winning Trade | 364922 | 364922 | 50067 | 860516 | 860516 | 591942 |
Largest Losing Trade | -49099 | -48376 | -49099 | -1499267 | -1499267 | -817573 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 7156 | 3542 | 3614 | 7156 | 3542 | 3614 |
Profit Streak | 0 | 0 | 127.134 | 0 | 0 | 127.134 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514809 | -36996 | -157554 | 319767 | -42004 | -148676 |
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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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