Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684849.6863 | 638411.3209 | 46438.3654 | 1086747.5552 | 790376.3438 | 296371.2114 |
Total P&L (%) | 684.8497 | 638.4113 | 46.4384 | 1086.7476 | 790.3763 | 296.3712 |
Avg Daily Profit (%) | 0.371 | 0.3459 | 0.0252 | 0.1341 | 0.1185 | 0.0746 |
Buy And Hold Return (%) | 70.7005 | 70.7005 | 70.7005 | 70.7005 | 70.7005 | 70.7005 |
Max Trade Drawdown | -97443 | -62192 | -133082 | -849987 | -956445 | -697808 |
Profit Factor | 1.8314 | 2.6758 | 1.1049 | 1.2233 | 1.3224 | 1.1227 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Losing Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Profitability (%) | 37.2222 | 42.2222 | 32.2222 | 37.2222 | 42.2222 | 32.2222 |
Ratio Avg Win / Avg Loss | 3.0887 | 3.6616 | 2.3241 | 2.0632 | 1.8096 | 2.3616 |
Largest Winning Trade | 240240 | 240240 | 71550 | 922198 | 922198 | 805667 |
Largest Losing Trade | -36241 | -26690 | -36241 | -421738 | -421738 | -343548 |
Avg Bars in Trades | 122 | 116 | 127 | 122 | 116 | 127 |
Avg Bars in Winners | 234 | 202 | 276 | 234 | 202 | 276 |
Avg Bars in Losers | 55 | 53 | 57 | 55 | 53 | 57 |
Bars Traded | 21998 | 10492 | 11506 | 21998 | 10492 | 11506 |
Profit Streak | 0 | 0 | 47.7442 | 0 | 0 | 47.7442 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322116 | 397811 | -435759 | -16884 | -36370 | -186425 |
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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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