Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991924.5657 | 893219.4327 | 98705.133 | 1959338.6912 | 1274650.9649 | 684687.7263 |
Total P&L (%) | 991.9246 | 893.2194 | 98.7051 | 1959.3387 | 1274.651 | 684.6877 |
Avg Daily Profit (%) | 0.5396 | 0.4859 | 0.0537 | 0.1647 | 0.1427 | 0.1121 |
Buy And Hold Return (%) | 179.6623 | 179.6623 | 179.6623 | 179.6623 | 179.6623 | 179.6623 |
Max Trade Drawdown | -130051 | -86467 | -70764 | -1321956 | -1115345 | -1502941 |
Profit Factor | 2.1862 | 3.1925 | 1.2302 | 1.3503 | 1.4608 | 1.2422 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 49.789 | 48.7395 | 50.8475 | 49.789 | 48.7395 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.2047 | 3.3577 | 1.1892 | 1.3617 | 1.5363 | 1.2008 |
Largest Winning Trade | 721429 | 721429 | 42201 | 645269 | 493865 | 645269 |
Largest Losing Trade | -37280 | -23611 | -37280 | -877622 | -611886 | -877622 |
Avg Bars in Trades | 90 | 89 | 92 | 90 | 89 | 92 |
Avg Bars in Winners | 123 | 125 | 122 | 123 | 125 | 122 |
Avg Bars in Losers | 58 | 55 | 61 | 58 | 55 | 61 |
Bars Traded | 21531 | 10645 | 10886 | 21531 | 10645 | 10886 |
Profit Streak | 0 | 0 | 47.4173 | 0 | 0 | 47.4173 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549793 | 521865 | -286046 | 334270 | -712 | -44252 |
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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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