Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452982.5498 | 377436.6855 | 75545.8643 | 414001.3371 | 397257.1578 | 16744.1793 |
Total P&L (%) | 452.9826 | 377.4367 | 75.5459 | 414.0013 | 397.2572 | 16.7442 |
Avg Daily Profit (%) | 0.4349 | 0.3623 | 0.0725 | 0.1573 | 0.1541 | 0.0149 |
Buy And Hold Return (%) | 13.8311 | 13.8311 | 13.8311 | 13.8311 | 13.8311 | 13.8311 |
Max Trade Drawdown | -111279 | -76711 | -73687 | -1945018 | -1349715 | -703148 |
Profit Factor | 1.8296 | 1.9747 | 1.4757 | 1.0967 | 1.1316 | 1.0133 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 61 | 21 | 40 | 61 | 21 | 40 |
Losing Trades | 94 | 56 | 38 | 94 | 56 | 38 |
Profitability (%) | 39.3548 | 27.2727 | 51.2821 | 39.3548 | 27.2727 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.8193 | 5.2658 | 1.402 | 1.69 | 3.0176 | 0.9626 |
Largest Winning Trade | 299926 | 299926 | 23571 | 1576909 | 1576909 | 266489 |
Largest Losing Trade | -15772 | -15772 | -11113 | -258791 | -258791 | -245079 |
Avg Bars in Trades | 157 | 252 | 64 | 157 | 252 | 64 |
Avg Bars in Winners | 235 | 508 | 92 | 235 | 508 | 92 |
Avg Bars in Losers | 107 | 156 | 35 | 107 | 156 | 35 |
Bars Traded | 24488 | 19441 | 5047 | 24488 | 19441 | 5047 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351799 | -48996 | -130266 | -109106 | -129178 | -515134 |
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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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