Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865177.2263 | 778256.2114 | 86921.0149 | 6360796.2199 | 6378813.8921 | -18017.6722 |
Total P&L (%) | 865.1772 | 778.2562 | 86.921 | 6360.7962 | 6378.8139 | -18.0177 |
Avg Daily Profit (%) | 0.3461 | 0.3113 | 0.0348 | 0.1669 | 0.167 | -0.0079 |
Buy And Hold Return (%) | 703.6084 | 703.6084 | 703.6084 | 703.6084 | 703.6084 | 703.6084 |
Max Trade Drawdown | -166875 | -111921 | -77880 | -2094436 | -838702 | -1450616 |
Profit Factor | 2.7085 | 3.6741 | 1.4036 | 2.1044 | 3.2275 | 0.9938 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Losing Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Profitability (%) | 45.6954 | 50.6667 | 40.7895 | 45.6954 | 50.6667 | 40.7895 |
Ratio Avg Win / Avg Loss | 3.2188 | 3.5774 | 2.0375 | 2.5009 | 3.1426 | 1.4426 |
Largest Winning Trade | 337110 | 337110 | 67001 | 2768394 | 2768394 | 605508 |
Largest Losing Trade | -51780 | -35002 | -51780 | -1221256 | -642329 | -1221256 |
Avg Bars in Trades | 61 | 101 | 22 | 61 | 101 | 22 |
Avg Bars in Winners | 86 | 132 | 30 | 86 | 132 | 30 |
Avg Bars in Losers | 40 | 68 | 17 | 40 | 68 | 17 |
Bars Traded | 9321 | 7577 | 1744 | 9321 | 7577 | 1744 |
Profit Streak | 0 | 17.8274 | 0 | 0 | 17.8274 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80766 | -173265 | -363160 | 391450 | -42381 | -631873 |
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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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