Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534649.4194 | 436215.4677 | 98433.9517 | 2247014.584 | 1999928.6546 | 247085.9294 |
Total P&L (%) | 534.6494 | 436.2155 | 98.434 | 2247.0146 | 1999.9287 | 247.0859 |
Avg Daily Profit (%) | 0.2845 | 0.2321 | 0.0524 | 0.1681 | 0.1622 | 0.0662 |
Buy And Hold Return (%) | 208.4629 | 208.4629 | 208.4629 | 208.4629 | 208.4629 | 208.4629 |
Max Trade Drawdown | -145296 | -115326 | -71013 | -1050995 | -581900 | -609907 |
Profit Factor | 1.7395 | 2.1891 | 1.2764 | 1.4329 | 1.8264 | 1.0892 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 151 | 70 | 81 | 151 | 70 | 81 |
Losing Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Profitability (%) | 49.3464 | 45.7516 | 52.9412 | 49.3464 | 45.7516 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.7856 | 2.5956 | 1.1346 | 1.4708 | 2.1656 | 0.9682 |
Largest Winning Trade | 146065 | 146065 | 31187 | 506800 | 506800 | 475355 |
Largest Losing Trade | -35177 | -15969 | -35177 | -273165 | -273165 | -263372 |
Avg Bars in Trades | 72 | 71 | 73 | 72 | 71 | 73 |
Avg Bars in Winners | 95 | 101 | 89 | 95 | 101 | 89 |
Avg Bars in Losers | 50 | 46 | 55 | 50 | 46 | 55 |
Bars Traded | 22247 | 10991 | 11256 | 22247 | 10991 | 11256 |
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 | 356612 | 157787 | -288171 | 360247 | 351848 | -336095 |
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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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