Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726157.8126 | 691482.3319 | 34675.4807 | 1612419.5524 | 4427483.5155 | -2815063.9631 |
Total P&L (%) | 726.1578 | 691.4823 | 34.6755 | 1612.4196 | 4427.4835 | -2815.064 |
Avg Daily Profit (%) | 0.2905 | 0.2766 | 0.0139 | 0.1137 | 0.1526 | 0 |
Buy And Hold Return (%) | 692.5527 | 692.5527 | 692.5527 | 692.5527 | 692.5527 | 692.5527 |
Max Trade Drawdown | -153297 | -107632 | -136861 | -4539652 | -1431406 | -5171050 |
Profit Factor | 1.724 | 2.4639 | 1.0653 | 1.1003 | 1.6508 | 0.6966 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Losing Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Profitability (%) | 51.2712 | 54.2373 | 48.3051 | 51.2712 | 54.2373 | 48.3051 |
Ratio Avg Win / Avg Loss | 1.6385 | 2.0789 | 1.1401 | 1.0457 | 1.3929 | 0.7455 |
Largest Winning Trade | 316101 | 316101 | 53302 | 4228419 | 4228419 | 622827 |
Largest Losing Trade | -59973 | -40904 | -59973 | -3140776 | -1048158 | -3140776 |
Avg Bars in Trades | 41 | 49 | 32 | 41 | 49 | 32 |
Avg Bars in Winners | 49 | 55 | 41 | 49 | 55 | 41 |
Avg Bars in Losers | 32 | 41 | 24 | 32 | 41 | 24 |
Bars Traded | 9705 | 5813 | 3892 | 9705 | 5813 | 3892 |
Profit Streak | 0 | 0 | 18.591 | 0 | 0 | 18.591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137203 | -152081 | -489078 | -154342 | 343872 | -581116 |
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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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