Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794320.8041 | 690024.107 | 104296.6971 | 3918954.862 | 3402895.5633 | 516059.2987 |
Total P&L (%) | 794.3208 | 690.0241 | 104.2967 | 3918.9549 | 3402.8956 | 516.0593 |
Avg Daily Profit (%) | 0.3814 | 0.3313 | 0.0501 | 0.1775 | 0.1709 | 0.0873 |
Buy And Hold Return (%) | 264.9876 | 264.9876 | 264.9876 | 264.9876 | 264.9876 | 264.9876 |
Max Trade Drawdown | -85522 | -59131 | -124020 | -5444618 | -3432450 | -5315079 |
Profit Factor | 1.9895 | 3.0261 | 1.2256 | 1.1225 | 1.2295 | 1.0301 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 46.6258 | 46.3415 | 46.9136 | 46.6258 | 46.3415 | 46.9136 |
Ratio Avg Win / Avg Loss | 2.2774 | 3.504 | 1.3869 | 1.285 | 1.4236 | 1.1656 |
Largest Winning Trade | 273450 | 273450 | 62558 | 3884633 | 3884633 | 3254371 |
Largest Losing Trade | -35263 | -21549 | -35263 | -1602541 | -1023205 | -1602541 |
Avg Bars in Trades | 151 | 129 | 173 | 151 | 129 | 173 |
Avg Bars in Winners | 215 | 181 | 249 | 215 | 181 | 249 |
Avg Bars in Losers | 95 | 85 | 105 | 95 | 85 | 105 |
Bars Traded | 24659 | 10646 | 14013 | 24659 | 10646 | 14013 |
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 | 352666 | 201469 | -305346 | -78384 | 56199 | -283797 |
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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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