Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540802.057 | 461919.1477 | 78882.9092 | 781213.8212 | 1330606.1579 | -549392.3367 |
Total P&L (%) | 540.8021 | 461.9191 | 78.8829 | 781.2138 | 1330.6062 | -549.3923 |
Avg Daily Profit (%) | 0.2164 | 0.1848 | 0.0316 | 0.0871 | 0.1065 | 0 |
Buy And Hold Return (%) | 40.1487 | 40.1487 | 40.1487 | 40.1487 | 40.1487 | 40.1487 |
Max Trade Drawdown | -135508 | -74944 | -104868 | -6110648 | -3456856 | -4701256 |
Profit Factor | 1.4807 | 1.7995 | 1.1442 | 1.0291 | 1.0975 | 0.9584 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Profitability (%) | 41.8327 | 39.6825 | 44 | 41.8327 | 39.6825 | 44 |
Ratio Avg Win / Avg Loss | 2.0589 | 2.7352 | 1.4562 | 1.4309 | 1.6682 | 1.2197 |
Largest Winning Trade | 92751 | 92751 | 47480 | 2349088 | 2349088 | 1241248 |
Largest Losing Trade | -35467 | -32677 | -35467 | -1189510 | -1091175 | -1189510 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 92 | 96 | 88 | 92 | 96 | 88 |
Avg Bars in Losers | 34 | 33 | 35 | 34 | 33 | 35 |
Bars Traded | 14766 | 7413 | 7353 | 14766 | 7413 | 7353 |
Profit Streak | 0 | 0 | 33.4317 | 0 | 0 | 33.4317 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310119 | 240212 | -221793 | -266616 | -166768 | -581125 |
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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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