Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809182.8746 | 708323.0956 | 100859.779 | 2746504.4742 | 2643583.4176 | 102921.0566 |
Total P&L (%) | 809.1829 | 708.3231 | 100.8598 | 2746.5045 | 2643.5834 | 102.9211 |
Avg Daily Profit (%) | 0.3233 | 0.283 | 0.0403 | 0.1339 | 0.1324 | 0.0283 |
Buy And Hold Return (%) | 240.9151 | 240.9151 | 240.9151 | 240.9151 | 240.9151 | 240.9151 |
Max Trade Drawdown | -99111 | -92587 | -63444 | -2159616 | -1505329 | -915833 |
Profit Factor | 2.1457 | 2.8693 | 1.3081 | 1.3076 | 1.5512 | 1.0249 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 43.9189 | 39.1892 | 48.6486 | 43.9189 | 39.1892 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.7398 | 4.4524 | 1.3807 | 1.6698 | 2.407 | 1.0819 |
Largest Winning Trade | 382811 | 382811 | 50424 | 2027996 | 2027996 | 513269 |
Largest Losing Trade | -38488 | -35231 | -38488 | -758042 | -758042 | -605963 |
Avg Bars in Trades | 64 | 74 | 53 | 64 | 74 | 53 |
Avg Bars in Winners | 82 | 91 | 74 | 82 | 91 | 74 |
Avg Bars in Losers | 50 | 63 | 34 | 50 | 63 | 34 |
Bars Traded | 9495 | 5517 | 3978 | 9495 | 5517 | 3978 |
Profit Streak | 0 | 0 | 145.3794 | 0 | 0 | 145.3794 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302651 | -57602 | -368329 | -14637 | -81801 | -577614 |
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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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