Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1673536.3045 | 1661379.1239 | 12157.1806 | 216499.0746 | 78020.1001 | 138478.9744 |
Total P&L (%) | 1673.5363 | 1661.3791 | 12.1572 | 216.4991 | 78.0201 | 138.479 |
Avg Daily Profit (%) | 0.9066 | 0.9 | 0.0066 | 0.0624 | 0.0312 | 0.0471 |
Buy And Hold Return (%) | 73.8185 | 73.8185 | 73.8185 | 73.8185 | 73.8185 | 73.8185 |
Max Trade Drawdown | -136455 | -148484 | -18200 | -2194589 | -2237225 | -205219 |
Profit Factor | 3.0383 | 3.2577 | 1.1427 | 1.0282 | 1.0111 | 1.2082 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 44.6328 | 42.0455 | 47.191 | 44.6328 | 42.0455 | 47.191 |
Ratio Avg Win / Avg Loss | 3.769 | 4.4903 | 1.2788 | 1.2755 | 1.3937 | 1.352 |
Largest Winning Trade | 1439647 | 1439647 | 9938 | 2232105 | 2232105 | 123727 |
Largest Losing Trade | -62967 | -62967 | -6579 | -898026 | -898026 | -57679 |
Avg Bars in Trades | 121 | 243 | 1 | 121 | 243 | 1 |
Avg Bars in Winners | 148 | 314 | 1 | 148 | 314 | 1 |
Avg Bars in Losers | 100 | 191 | 1 | 100 | 191 | 1 |
Bars Traded | 21569 | 21428 | 141 | 21569 | 21428 | 141 |
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 | 644480 | 578441 | -414453 | -303404 | -510916 | -139338 |
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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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