Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760744.2587 | 686465.7066 | 74278.5521 | 2000624.319 | 984833.8633 | 1015790.4557 |
Total P&L (%) | 760.7443 | 686.4657 | 74.2786 | 2000.6243 | 984.8339 | 1015.7905 |
Avg Daily Profit (%) | 0.3652 | 0.3295 | 0.0357 | 0.1463 | 0.1145 | 0.1159 |
Buy And Hold Return (%) | 298.8181 | 298.8181 | 298.8181 | 298.8181 | 298.8181 | 298.8181 |
Max Trade Drawdown | -108271 | -74562 | -115940 | -4969577 | -2723301 | -3161132 |
Profit Factor | 1.906 | 2.8282 | 1.16 | 1.1011 | 1.0947 | 1.1082 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 47.1264 | 42.5287 | 51.7241 | 47.1264 | 42.5287 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.1384 | 3.8219 | 1.0827 | 1.2353 | 1.4793 | 1.0343 |
Largest Winning Trade | 307983 | 307983 | 55445 | 1932605 | 1882963 | 1932605 |
Largest Losing Trade | -53596 | -23312 | -53596 | -1142004 | -910059 | -1142004 |
Avg Bars in Trades | 143 | 134 | 151 | 143 | 134 | 151 |
Avg Bars in Winners | 196 | 195 | 196 | 196 | 195 | 196 |
Avg Bars in Losers | 95 | 89 | 102 | 95 | 89 | 102 |
Bars Traded | 24882 | 11702 | 13180 | 24882 | 11702 | 13180 |
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 | 336497 | 230724 | -355665 | -107152 | -162212 | -142333 |
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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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