Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722651.7526 | 573072.5417 | 149579.2109 | 1803270.4612 | -192084.0393 | 1995354.5004 |
Total P&L (%) | 722.6518 | 573.0725 | 149.5792 | 1803.2705 | -192.084 | 1995.3545 |
Avg Daily Profit (%) | 0.3745 | 0.297 | 0.0775 | 0.1528 | 0 | 0.1578 |
Buy And Hold Return (%) | 13.2026 | 13.2026 | 13.2026 | 13.2026 | 13.2026 | 13.2026 |
Max Trade Drawdown | -134271 | -85867 | -143269 | -2734773 | -1624622 | -1579408 |
Profit Factor | 1.6441 | 2.0766 | 1.2536 | 1.2108 | 0.959 | 1.5164 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 133 | 61 | 72 | 133 | 61 | 72 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 50.1887 | 45.8647 | 54.5455 | 50.1887 | 45.8647 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6317 | 2.451 | 1.0447 | 1.2017 | 1.132 | 1.2637 |
Largest Winning Trade | 157096 | 157096 | 54288 | 797156 | 727252 | 797156 |
Largest Losing Trade | -52861 | -52861 | -50321 | -588983 | -382260 | -588983 |
Avg Bars in Trades | 85 | 79 | 91 | 85 | 79 | 91 |
Avg Bars in Winners | 107 | 99 | 114 | 107 | 99 | 114 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 22710 | 10639 | 12071 | 22710 | 10639 | 12071 |
Profit Streak | 0 | 0 | 26.5917 | 0 | 0 | 26.5917 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505912 | 396176 | -88729 | 309019 | -580920 | 360363 |
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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) |
---|