Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760867.2121 | 666964.704 | 93902.5081 | 2053120.0612 | 930939.2788 | 1122180.7823 |
Total P&L (%) | 760.8672 | 666.9647 | 93.9025 | 2053.1201 | 930.9393 | 1122.1808 |
Avg Daily Profit (%) | 0.4703 | 0.4122 | 0.058 | 0.1899 | 0.1443 | 0.1548 |
Buy And Hold Return (%) | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 |
Max Trade Drawdown | -118147 | -60365 | -225497 | -1552387 | -1164297 | -955467 |
Profit Factor | 1.7841 | 2.4509 | 1.1839 | 1.3449 | 1.283 | 1.4213 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Losing Trades | 186 | 89 | 97 | 186 | 89 | 97 |
Profitability (%) | 32.3636 | 35.5072 | 29.1971 | 32.3636 | 35.5072 | 29.1971 |
Ratio Avg Win / Avg Loss | 3.7286 | 4.4517 | 2.8709 | 2.8107 | 2.3304 | 3.4466 |
Largest Winning Trade | 312762 | 312762 | 62287 | 1219724 | 1219724 | 559392 |
Largest Losing Trade | -24842 | -17249 | -24842 | -400491 | -400491 | -212074 |
Avg Bars in Trades | 69 | 59 | 79 | 69 | 59 | 79 |
Avg Bars in Winners | 145 | 113 | 184 | 145 | 113 | 184 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 19055 | 8167 | 10888 | 19055 | 8167 | 10888 |
Profit Streak | 0 | 0 | 489.2543 | 0 | 0 | 489.2543 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299200 | 313108 | -146210 | 144022 | -4725 | -1335 |
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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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