Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068839.979 | 903131.3532 | 165708.6258 | 2909027.4255 | -1183630.2809 | 4092657.7064 |
Total P&L (%) | 1068.84 | 903.1314 | 165.7086 | 2909.0274 | -1183.6303 | 4092.6577 |
Avg Daily Profit (%) | 0.5494 | 0.4642 | 0.0852 | 0.1751 | 0 | 0.1922 |
Buy And Hold Return (%) | 10.7788 | 10.7788 | 10.7788 | 10.7788 | 10.7788 | 10.7788 |
Max Trade Drawdown | -96913 | -107729 | -81824 | -2577750 | -3535857 | -1245484 |
Profit Factor | 2.4766 | 3.255 | 1.5124 | 1.213 | 0.8532 | 1.7316 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 49.3671 | 41.7722 | 56.962 | 49.3671 | 41.7722 | 56.962 |
Ratio Avg Win / Avg Loss | 2.5401 | 4.5373 | 1.1427 | 1.2441 | 1.1893 | 1.3083 |
Largest Winning Trade | 701646 | 701646 | 51987 | 1985632 | 1985632 | 1276960 |
Largest Losing Trade | -33772 | -32007 | -33772 | -1240497 | -823057 | -1240497 |
Avg Bars in Trades | 145 | 168 | 123 | 145 | 168 | 123 |
Avg Bars in Winners | 170 | 212 | 140 | 170 | 212 | 140 |
Avg Bars in Losers | 121 | 137 | 100 | 121 | 137 | 100 |
Bars Traded | 23064 | 13339 | 9725 | 23064 | 13339 | 9725 |
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 | 587715 | -13639 | -103639 | 286530 | -609269 | -15635 |
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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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