Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886079.2236 | 1777530.4582 | 108548.7654 | 583700.9707 | -46590.558 | 630291.5287 |
Total P&L (%) | 1886.0792 | 1777.5305 | 108.5488 | 583.701 | -46.5906 | 630.2915 |
Avg Daily Profit (%) | 0.9053 | 0.8532 | 0.0521 | 0.0923 | -0.0301 | 0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122963 | -132242 | -86664 | -2533321 | -2393568 | -1608697 |
Profit Factor | 3.7011 | 4.9696 | 1.4334 | 1.0704 | 0.9913 | 1.2128 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 38.4615 | 34.6154 | 42.3077 | 38.4615 | 34.6154 | 42.3077 |
Ratio Avg Win / Avg Loss | 5.9218 | 9.387 | 1.9546 | 1.7126 | 1.8724 | 1.6538 |
Largest Winning Trade | 1792211 | 1792211 | 58185 | 2078483 | 2078483 | 778870 |
Largest Losing Trade | -42193 | -42193 | -25915 | -582160 | -582160 | -576463 |
Avg Bars in Trades | 156 | 178 | 134 | 156 | 178 | 134 |
Avg Bars in Winners | 246 | 295 | 206 | 246 | 295 | 206 |
Avg Bars in Losers | 100 | 116 | 81 | 100 | 116 | 81 |
Bars Traded | 24411 | 13923 | 10489 | 24411 | 13923 | 10489 |
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 | 591482 | -19456 | -158775 | -215001 | -618441 | -101866 |
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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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