Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610797.7825 | 537390.2696 | 73407.5129 | 725803.7881 | 569597.7693 | 156206.0188 |
Total P&L (%) | 610.7978 | 537.3903 | 73.4075 | 725.8038 | 569.5978 | 156.206 |
Avg Daily Profit (%) | 0.2933 | 0.258 | 0.0352 | 0.1014 | 0.0913 | 0.0452 |
Buy And Hold Return (%) | 90.8889 | 90.8889 | 90.8889 | 90.8889 | 90.8889 | 90.8889 |
Max Trade Drawdown | -189628 | -100210 | -91594 | -4022449 | -2279083 | -2077442 |
Profit Factor | 1.5177 | 1.8496 | 1.1341 | 1.0346 | 1.0521 | 1.0156 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 138 | 58 | 80 | 138 | 58 | 80 |
Losing Trades | 202 | 112 | 90 | 202 | 112 | 90 |
Profitability (%) | 40.5882 | 34.1176 | 47.0588 | 40.5882 | 34.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.2216 | 3.5717 | 1.2759 | 1.5144 | 2.0317 | 1.1425 |
Largest Winning Trade | 229614 | 229614 | 38973 | 1109078 | 1109078 | 729110 |
Largest Losing Trade | -34528 | -24707 | -34528 | -992788 | -495287 | -992788 |
Avg Bars in Trades | 73 | 72 | 73 | 73 | 72 | 73 |
Avg Bars in Winners | 102 | 110 | 96 | 102 | 110 | 96 |
Avg Bars in Losers | 52 | 52 | 53 | 52 | 52 | 53 |
Bars Traded | 24856 | 12319 | 12537 | 24856 | 12319 | 12537 |
Profit Streak | 3.2648 | 0 | 40.5981 | 3.2648 | 0 | 40.5981 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302159 | 197178 | -383946 | -241282 | -238991 | -344126 |
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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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