Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591342.3634 | 459211.447 | 132130.9164 | 2160908.2831 | 2103187.9785 | 57720.3047 |
Total P&L (%) | 591.3424 | 459.2114 | 132.1309 | 2160.9083 | 2103.188 | 57.7203 |
Avg Daily Profit (%) | 0.4757 | 0.3694 | 0.1063 | 0.2512 | 0.2491 | 0.0367 |
Buy And Hold Return (%) | 16.2862 | 16.2862 | 16.2862 | 16.2862 | 16.2862 | 16.2862 |
Max Trade Drawdown | -159105 | -114213 | -67681 | -8801945 | -6837696 | -3070507 |
Profit Factor | 1.5632 | 1.8056 | 1.2753 | 1.0584 | 1.1051 | 1.0034 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 54.0441 | 54.4118 | 53.6765 | 54.0441 | 54.4118 | 53.6765 |
Ratio Avg Win / Avg Loss | 1.3292 | 1.5128 | 1.1006 | 0.9 | 0.9259 | 0.866 |
Largest Winning Trade | 116774 | 116774 | 29303 | 1329684 | 1329684 | 913982 |
Largest Losing Trade | -58507 | -58507 | -24910 | -2044227 | -2044227 | -1005982 |
Avg Bars in Trades | 26 | 36 | 17 | 26 | 36 | 17 |
Avg Bars in Winners | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Losers | 25 | 39 | 12 | 25 | 39 | 12 |
Bars Traded | 7250 | 4910 | 2340 | 7250 | 4910 | 2340 |
Profit Streak | 0 | 11.2754 | 0 | 0 | 11.2754 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515190 | 486297 | -50599 | -147207 | -97094 | -364446 |
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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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