Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886637.4043 | 830675.7188 | 55961.6855 | 1334725.4793 | 1058937.9549 | 275787.5243 |
Total P&L (%) | 886.6374 | 830.6757 | 55.9617 | 1334.7255 | 1058.938 | 275.7875 |
Avg Daily Profit (%) | 0.4256 | 0.3987 | 0.0269 | 0.1279 | 0.1177 | 0.0636 |
Buy And Hold Return (%) | 258.7699 | 258.7699 | 258.7699 | 258.7699 | 258.7699 | 258.7699 |
Max Trade Drawdown | -174945 | -167067 | -134392 | -1952777 | -1863406 | -764664 |
Profit Factor | 1.9366 | 2.553 | 1.1359 | 1.1281 | 1.1618 | 1.0712 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 41.1765 | 36.4706 | 45.8824 | 41.1765 | 36.4706 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.7665 | 4.4471 | 1.3398 | 1.6116 | 2.0237 | 1.2635 |
Largest Winning Trade | 261850 | 261850 | 55877 | 1846799 | 1846799 | 785379 |
Largest Losing Trade | -36275 | -36275 | -22331 | -809839 | -809839 | -474244 |
Avg Bars in Trades | 145 | 138 | 151 | 145 | 138 | 151 |
Avg Bars in Winners | 222 | 236 | 210 | 222 | 236 | 210 |
Avg Bars in Losers | 91 | 82 | 101 | 91 | 82 | 101 |
Bars Traded | 24722 | 11814 | 12907 | 24722 | 11814 | 12907 |
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 | 301342 | 219278 | -395741 | -104077 | -84692 | -397489 |
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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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