Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474253.9586 | 406310.9299 | 67943.0287 | 1659640.5233 | 1356705.6687 | 302934.8546 |
Total P&L (%) | 474.254 | 406.3109 | 67.943 | 1659.6405 | 1356.7057 | 302.9349 |
Avg Daily Profit (%) | 0.4553 | 0.3901 | 0.0652 | 0.2757 | 0.2575 | 0.1339 |
Buy And Hold Return (%) | 329.3686 | 329.3686 | 329.3686 | 329.3686 | 329.3686 | 329.3686 |
Max Trade Drawdown | -120615 | -48896 | -78233 | -723803 | -406730 | -443024 |
Profit Factor | 1.5917 | 2.0233 | 1.168 | 1.4348 | 1.7285 | 1.1549 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 172 | 81 | 91 | 172 | 81 | 91 |
Losing Trades | 182 | 96 | 86 | 182 | 96 | 86 |
Profitability (%) | 48.5876 | 45.7627 | 51.4124 | 48.5876 | 45.7627 | 51.4124 |
Ratio Avg Win / Avg Loss | 1.6842 | 2.398 | 1.1038 | 1.5182 | 2.0486 | 1.0915 |
Largest Winning Trade | 99600 | 99600 | 31066 | 828985 | 828985 | 270012 |
Largest Losing Trade | -16974 | -15829 | -16974 | -296873 | -178273 | -296873 |
Avg Bars in Trades | 70 | 64 | 75 | 70 | 64 | 75 |
Avg Bars in Winners | 89 | 81 | 96 | 89 | 81 | 96 |
Avg Bars in Losers | 52 | 50 | 53 | 52 | 50 | 53 |
Bars Traded | 24831 | 11468 | 13363 | 24831 | 11468 | 13363 |
Profit Streak | 8.2281 | 0 | 11.9781 | 8.2281 | 0 | 11.9781 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14168 | -81286 | -305721 | 409327 | 302857 | -228530 |
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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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