Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721093.6256 | 629431.217 | 91662.4086 | 1076776.8348 | 95461.5879 | 981315.2469 |
Total P&L (%) | 721.0936 | 629.4312 | 91.6624 | 1076.7768 | 95.4616 | 981.3152 |
Avg Daily Profit (%) | 0.3462 | 0.3022 | 0.044 | 0.1184 | 0.0322 | 0.1144 |
Buy And Hold Return (%) | 81.5851 | 81.5851 | 81.5851 | 81.5851 | 81.5851 | 81.5851 |
Max Trade Drawdown | -140837 | -103658 | -152661 | -3548012 | -3158946 | -2322435 |
Profit Factor | 1.4623 | 1.8908 | 1.1075 | 1.0556 | 1.0099 | 1.1008 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 193 | 91 | 102 | 193 | 91 | 102 |
Losing Trades | 169 | 90 | 79 | 169 | 90 | 79 |
Profitability (%) | 53.3149 | 50.2762 | 56.3536 | 53.3149 | 50.2762 | 56.3536 |
Ratio Avg Win / Avg Loss | 1.2805 | 1.87 | 0.8577 | 0.9244 | 0.9988 | 0.8526 |
Largest Winning Trade | 133458 | 133458 | 50931 | 1228817 | 1142357 | 1228817 |
Largest Losing Trade | -44132 | -35088 | -44132 | -885175 | -699311 | -885175 |
Avg Bars in Trades | 67 | 54 | 80 | 67 | 54 | 80 |
Avg Bars in Winners | 68 | 49 | 85 | 68 | 49 | 85 |
Avg Bars in Losers | 66 | 59 | 74 | 66 | 59 | 74 |
Bars Traded | 24508 | 9870 | 14638 | 24508 | 9870 | 14638 |
Profit Streak | 0 | 0 | 21.1259 | 0 | 0 | 21.1259 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456677 | 465437 | -363711 | -193165 | -473615 | -149429 |
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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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