Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692970.7517 | 557267.9516 | 135702.8001 | 2465327.6997 | 1489458.5002 | 975869.1995 |
Total P&L (%) | 692.9708 | 557.268 | 135.7028 | 2465.3277 | 1489.4585 | 975.8692 |
Avg Daily Profit (%) | 0.3328 | 0.2676 | 0.0652 | 0.1559 | 0.1329 | 0.1141 |
Buy And Hold Return (%) | 20.9626 | 20.9626 | 20.9626 | 20.9626 | 20.9626 | 20.9626 |
Max Trade Drawdown | -89742 | -90036 | -102055 | -2303468 | -1898288 | -1219026 |
Profit Factor | 1.5572 | 1.8193 | 1.2409 | 1.1866 | 1.1902 | 1.1812 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 161 | 74 | 87 | 161 | 74 | 87 |
Losing Trades | 169 | 91 | 78 | 169 | 91 | 78 |
Profitability (%) | 48.7879 | 44.8485 | 52.7273 | 48.7879 | 44.8485 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.6346 | 2.2372 | 1.1125 | 1.2455 | 1.4637 | 1.059 |
Largest Winning Trade | 144282 | 144282 | 47839 | 1962857 | 1962857 | 681878 |
Largest Losing Trade | -26581 | -25406 | -26581 | -816014 | -816014 | -460125 |
Avg Bars in Trades | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Winners | 86 | 82 | 89 | 86 | 82 | 89 |
Avg Bars in Losers | 62 | 52 | 74 | 62 | 52 | 74 |
Bars Traded | 24567 | 10926 | 13641 | 24567 | 10926 | 13641 |
Profit Streak | 0 | 0 | 35.657 | 0 | 0 | 35.657 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474964 | 373406 | -104449 | -6393 | -28129 | -59297 |
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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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