Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806403.1804 | 705432.7384 | 100970.442 | 4552602.0194 | 1996896.8248 | 2555705.1946 |
Total P&L (%) | 806.4032 | 705.4327 | 100.9704 | 4552.602 | 1996.8968 | 2555.7052 |
Avg Daily Profit (%) | 0.3223 | 0.2819 | 0.0404 | 0.1536 | 0.1217 | 0.1312 |
Buy And Hold Return (%) | 347.363 | 347.363 | 347.363 | 347.363 | 347.363 | 347.363 |
Max Trade Drawdown | -74589 | -47363 | -147663 | -2484519 | -1013713 | -1686200 |
Profit Factor | 2.0415 | 3.0129 | 1.2382 | 1.5355 | 1.441 | 1.643 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 49.0446 | 44.3038 | 53.8462 | 49.0446 | 44.3038 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.121 | 3.7876 | 1.0613 | 1.5953 | 1.8116 | 1.4083 |
Largest Winning Trade | 239175 | 239175 | 60301 | 1838035 | 1603844 | 1838035 |
Largest Losing Trade | -61583 | -34730 | -61583 | -1258390 | -756903 | -1258390 |
Avg Bars in Trades | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Winners | 138 | 141 | 136 | 138 | 141 | 136 |
Avg Bars in Losers | 51 | 45 | 57 | 51 | 45 | 57 |
Bars Traded | 14775 | 6973 | 7802 | 14775 | 6973 | 7802 |
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 | 312079 | -21363 | -339029 | 386138 | -58076 | -49478 |
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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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