Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550806.5379 | 437149.1179 | 113657.42 | 1642601.6602 | 891749.6608 | 750851.9993 |
Total P&L (%) | 550.8065 | 437.1491 | 113.6574 | 1642.6017 | 891.7497 | 750.852 |
Avg Daily Profit (%) | 0.3234 | 0.2567 | 0.0667 | 0.168 | 0.1348 | 0.1258 |
Buy And Hold Return (%) | 54.4699 | 54.4699 | 54.4699 | 54.4699 | 54.4699 | 54.4699 |
Max Trade Drawdown | -97981 | -63977 | -42540 | -3288964 | -2287539 | -1184689 |
Profit Factor | 2.2121 | 2.6915 | 1.5799 | 1.1722 | 1.1516 | 1.2053 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 39.8601 | 33.8028 | 45.8333 | 39.8601 | 33.8028 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.3375 | 5.2709 | 1.8671 | 1.7686 | 2.2552 | 1.4245 |
Largest Winning Trade | 281194 | 281194 | 63719 | 1176869 | 1176869 | 642223 |
Largest Losing Trade | -18438 | -16698 | -18438 | -561566 | -561566 | -372647 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 56 | 64 | 50 | 56 | 64 | 50 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 4842 | 2410 | 2432 | 4842 | 2410 | 2432 |
Profit Streak | 0 | 31.2833 | 0 | 0 | 31.2833 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350546 | -79476 | -188304 | -25817 | -158038 | -106226 |
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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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