Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626419.1694 | 559337.6181 | 67081.5513 | 309038.3708 | 151854.3063 | 157184.0645 |
Total P&L (%) | 626.4192 | 559.3376 | 67.0816 | 309.0384 | 151.8543 | 157.1841 |
Avg Daily Profit (%) | 0.3246 | 0.2899 | 0.0348 | 0.073 | 0.0479 | 0.049 |
Buy And Hold Return (%) | 17.1854 | 17.1854 | 17.1854 | 17.1854 | 17.1854 | 17.1854 |
Max Trade Drawdown | -113264 | -107144 | -88336 | -384218 | -343601 | -209678 |
Profit Factor | 1.5595 | 2.0564 | 1.1137 | 1.1045 | 1.1025 | 1.1065 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 108 | 46 | 62 | 108 | 46 | 62 |
Losing Trades | 137 | 77 | 60 | 137 | 77 | 60 |
Profitability (%) | 44.0816 | 37.3984 | 50.8197 | 44.0816 | 37.3984 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.9783 | 3.4422 | 1.0778 | 1.401 | 1.8454 | 1.0708 |
Largest Winning Trade | 348958 | 348958 | 51397 | 308875 | 308875 | 135059 |
Largest Losing Trade | -39944 | -23409 | -39944 | -81504 | -64978 | -81504 |
Avg Bars in Trades | 92 | 85 | 99 | 92 | 85 | 99 |
Avg Bars in Winners | 129 | 122 | 134 | 129 | 122 | 134 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 22697 | 10548 | 12149 | 22697 | 10548 | 12149 |
Profit Streak | 25.3418 | 27.5084 | 0 | 25.3418 | 27.5084 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410651 | 292585 | -244358 | -201549 | -240275 | -231071 |
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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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