Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714847.4638 | 641847.1565 | 73000.3073 | 1375426.5945 | 875327.8514 | 500098.7431 |
Total P&L (%) | 714.8475 | 641.8472 | 73.0003 | 1375.4266 | 875.3279 | 500.0987 |
Avg Daily Profit (%) | 0.4418 | 0.3967 | 0.0451 | 0.1665 | 0.1409 | 0.1108 |
Buy And Hold Return (%) | 20.8989 | 20.8989 | 20.8989 | 20.8989 | 20.8989 | 20.8989 |
Max Trade Drawdown | -142002 | -131155 | -82523 | -3477408 | -3020882 | -1633192 |
Profit Factor | 2.0458 | 2.8451 | 1.2175 | 1.128 | 1.1453 | 1.1059 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 42.5926 | 39.5062 | 45.679 | 42.5926 | 39.5062 | 45.679 |
Ratio Avg Win / Avg Loss | 2.7574 | 4.3565 | 1.4478 | 1.5203 | 1.7537 | 1.3152 |
Largest Winning Trade | 208146 | 208146 | 62495 | 1517556 | 1369704 | 1517556 |
Largest Losing Trade | -55454 | -55454 | -49426 | -2188143 | -2188143 | -1044553 |
Avg Bars in Trades | 117 | 114 | 120 | 117 | 114 | 120 |
Avg Bars in Winners | 187 | 196 | 180 | 187 | 196 | 180 |
Avg Bars in Losers | 64 | 60 | 69 | 64 | 60 | 69 |
Bars Traded | 18969 | 9249 | 9720 | 18969 | 9249 | 9720 |
Profit Streak | 0 | 0 | 666.8647 | 0 | 0 | 666.8647 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430602 | -889 | -148000 | -72898 | -80206 | -160900 |
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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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