Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432856.6165 | 347569.4812 | 85287.1353 | 3023579.2666 | 2172025.8165 | 851553.4501 |
Total P&L (%) | 432.8566 | 347.5695 | 85.2871 | 3023.5793 | 2172.0258 | 851.5535 |
Avg Daily Profit (%) | 0.8311 | 0.6673 | 0.1638 | 0.663 | 0.6015 | 0.4335 |
Buy And Hold Return (%) | 408.9445 | 408.9445 | 408.9445 | 408.9445 | 408.9445 | 408.9445 |
Max Trade Drawdown | -29078 | -23538 | -13251 | -1078031 | -882635 | -255131 |
Profit Factor | 2.8859 | 3.3756 | 2.0248 | 1.9094 | 1.9467 | 1.8264 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 48.6772 | 48.9362 | 48.4211 | 48.6772 | 48.9362 | 48.4211 |
Ratio Avg Win / Avg Loss | 3.0427 | 3.5224 | 2.1569 | 2.0132 | 2.0313 | 1.9455 |
Largest Winning Trade | 120962 | 120962 | 14434 | 880796 | 880796 | 259196 |
Largest Losing Trade | -10893 | -10893 | -7780 | -397080 | -397080 | -172795 |
Avg Bars in Trades | 130 | 216 | 46 | 130 | 216 | 46 |
Avg Bars in Winners | 156 | 256 | 55 | 156 | 256 | 55 |
Avg Bars in Losers | 106 | 177 | 37 | 106 | 177 | 37 |
Bars Traded | 24717 | 20325 | 4392 | 24717 | 20325 | 4392 |
Profit Streak | 4.4096 | 0 | 7.8471 | 4.4096 | 0 | 7.8471 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129231 | -148993 | -155425 | 564795 | 459176 | 228640 |
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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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