Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955268.6517 | 881733.5211 | 73535.1306 | 3102877.4048 | 2645459.0775 | 457418.3273 |
Total P&L (%) | 955.2687 | 881.7335 | 73.5351 | 3102.8774 | 2645.4591 | 457.4183 |
Avg Daily Profit (%) | 0.4354 | 0.4019 | 0.0335 | 0.1581 | 0.1511 | 0.0783 |
Buy And Hold Return (%) | 585.8331 | 585.8331 | 585.8331 | 585.8331 | 585.8331 | 585.8331 |
Max Trade Drawdown | -133951 | -75768 | -153453 | -1089373 | -581184 | -931654 |
Profit Factor | 1.7949 | 2.691 | 1.1081 | 1.4459 | 1.9098 | 1.1129 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 169 | 87 | 82 | 169 | 87 | 82 |
Profitability (%) | 49.8516 | 48.5207 | 51.1905 | 49.8516 | 48.5207 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.8056 | 2.8551 | 1.0566 | 1.4545 | 2.0262 | 1.0611 |
Largest Winning Trade | 436220 | 436220 | 67169 | 1522400 | 1522400 | 488340 |
Largest Losing Trade | -60932 | -29156 | -60932 | -806679 | -269334 | -806679 |
Avg Bars in Trades | 25 | 16 | 34 | 25 | 16 | 34 |
Avg Bars in Winners | 34 | 18 | 49 | 34 | 18 | 49 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 8589 | 2860 | 5729 | 8589 | 2860 | 5729 |
Profit Streak | 0 | 0 | 17.7899 | 0 | 0 | 17.7899 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 219055 | 170673 | -414479 | 342059 | 342512 | -349418 |
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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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