Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640183.0258 | 514116.7897 | 126066.236 | 1796786.1101 | 1497547.0393 | 299239.0707 |
Total P&L (%) | 640.183 | 514.1168 | 126.0662 | 1796.7861 | 1497.547 | 299.2391 |
Avg Daily Profit (%) | 0.3074 | 0.2469 | 0.0605 | 0.1414 | 0.1332 | 0.0665 |
Buy And Hold Return (%) | 21.875 | 21.875 | 21.875 | 21.875 | 21.875 | 21.875 |
Max Trade Drawdown | -129590 | -85322 | -79956 | -3608274 | -1762504 | -2121863 |
Profit Factor | 1.7526 | 2.0972 | 1.33 | 1.13 | 1.2027 | 1.0465 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 78 | 35 | 43 | 78 | 35 | 43 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 41.2698 | 36.8421 | 45.7447 | 41.2698 | 36.8421 | 45.7447 |
Ratio Avg Win / Avg Loss | 2.4941 | 3.5952 | 1.5774 | 1.6081 | 2.0617 | 1.2412 |
Largest Winning Trade | 197894 | 197894 | 47656 | 1504804 | 1504804 | 777540 |
Largest Losing Trade | -32039 | -30526 | -32039 | -947827 | -588667 | -947827 |
Avg Bars in Trades | 129 | 130 | 128 | 129 | 130 | 128 |
Avg Bars in Winners | 210 | 234 | 191 | 210 | 234 | 191 |
Avg Bars in Losers | 72 | 69 | 76 | 72 | 69 | 76 |
Bars Traded | 24509 | 12386 | 12123 | 24509 | 12386 | 12123 |
Profit Streak | 35.8295 | 41.3295 | 0 | 35.8295 | 41.3295 | 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 | 374983 | 272099 | -113496 | -82137 | -19121 | -275460 |
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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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